Quant Developer

  • Competetive
  • London, England, United Kingdom
  • Permanent, Full time
  • BGC Partners
  • 19 Feb 18 2018-02-19

BGC Partners are looking for a flexible, numerate, energetic and confident, delivery-oriented developer to help with the upgrade and maintenance of BGC’s existing suite of Excel pricing applications.

The group is globally responsible for originating real-time pricing solutions for in-house desks, and the distribution of prices to trading systems, Reuters, Bloomberg, and external clients. With teams in New York, London, Hong Kong, Singapore, Tokyo, and Sydney the teams work relentlessly, directly, and iteratively with desks all over the world to provide innovative, revenue-facilitating pricing, and related analytics applications 

To be alert to Conduct Risk issues, specifically the risk of harm to client interests, market integrity and/or competition in financial markets due to inappropriate practices or behaviours across the firm.

Skills / experience required:

Essential Experience

  • In-depth knowledge of flow interest rate options including swaptions, capfloor, cms, cms spread options, mid curve and bond options.
  • In-depth knowledge of volatility, correlation and numerical methods.
  • Excellent C# and C++
  • Excel and MS SQL
  • Excellent communication/presentation skills

Soft Skills

  • Collaborative approach to working as part of a global team
  • Ability to work in a demanding environment
  • Ability to self-start and manage
  • Confident communicator
  • Capable at managing your own work load, while providing regular feedback to management
  • Ability to manage possibly stressful situations in a calm and collected way