Java Quant Developer Catalonia

Java Quant Developer
Catalonia

Project DescriptionThe candidate will be expected to join an existing program of work which includes risk analysts, quants, BAs and developers all of whom are in London. This project is experiencing significant growth and the candidate will work in a small engineering focused team to replace a system with an in house market data system which is responsible for holding years 15 years worth of data, and calibrate fixed income credit curves by calling into a quant model and providing various parameters (trade conventions, system settings, calendars, par rates) etc. This is a fun team which practices agile software developer and the candidate will be able to influence and bring ideas to the table. The system is a based on a proprietary quantitative analytics library and uses microservice architecture and being able to process, cache and engineer software to have performance characteristics would be valuable. The role is not for a quant but for a Java quant integration developer incorporating a C++ library into a custom built webservice. The candidate will be provided with mentoring and initial training but is expected to hit the ground running and navigate large corporates to make an impact from day 1. It is crucial that the candidate has extensive Java SE development over a number of years and it is crucial that the candidate can explain pricing and risk management techniques - Understanding VAR and yield curve construction and some credit (corporate bond pricing or credit derivatives knowledge) would be valuable. This is a development role where the candidate will spend 80% of their time developing, writing unit tests and making the existing application more sophisticated by adding telemetry, metrics and return error handling logic as well as incorporating new quant libraries and running smoke / regression tests on a portfolio of trades. Contractors are acceptable for a 12 month engagement although the project and practice will likely run for much longerResponsibilitiesJava developer and quant integration developerSkillsSenior Java developer with extensive (7+ years) of relevant experience as a quant in a Finance/BCM environmentAbility to explain pricing and Risk Management techniquesGood understand of VAR and yield curve constructionLanguagesEnglish: C1 Advanced