Quantitative Developer (Bonds)

Job DescriptionRole SummaryThe Fenics Market Data Analytics team are recruiting for an experienced pricing and analytics quant developer to come and work in a real-time data analytics team. A successful candidate will join the team and focus on our cross-product pricing build out. Initially focusing on Bonds, the build out will expand to focus on other asset classes such as Interest Rate Swaps, FX, FXO, IRO, Equities and Commodities and Precious Metals.Our multidisciplinary team – made up of quantitative analysts, data analysts, data scientists, product specialists, developers, and testers – is responsible for the development and production of data for the Fenics Market Data business. This data is widely used both internally and externally and as such we aim for the highest possible standards. Each project is typically developed with a cross-section of team members from the different disciplines. This multi-discipline collaboration enables individuals to gain exposure (and contribute) to what other parts of the team and organisation are doing.Key ResponsibilitiesDevelopment of pricing models within an application development frameworkUse of and contribution to Quantitative LibrariesDevelopment and integration of pricing modelsResearch & Development of approaches to solve new and existing problemsSkills / ExperienceEssentialStrong JavaStrong pricing analytics backgroundStrong background in pricing at least one asset classSovereign Debt preferredExperience in working within real-time event driven environmentsExperience using shared frameworks for the delivery of solutionsTrack record of data-driven development and unit-testing, mocking and back-testingProven background in multiple languages and willingness to learn additional languages when requiredDesirableBackground with multiple asset classes is an advantageRelational and NoSQL database experienceKDB (ideal), Oracle, Sybase, Cassandra and other data technologiesPrevious exposure to:Electronic Trading Systems & Execution PlatformsExecution & Hedging AlgorithmsContainer frameworks and the tooling that goes with themAdditional Desirable Languages/Technologies:Python, C++, KDB+/Q, C#, CPersonal AttributesProblem solving: Proven ability to take complex business requirements and translate these into tangible, workable and commercially smart solutions while leveraging best practice tools and techniquesAnalytical: Ability to understand and respond to complex problems, draw and present the right insight and recommendations effectivelyCollaborative approach to working as part of a global teamCConfident communicatorCapable at managing your own work load, while providing regular feedback to managementTo 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