Front Office Quant Dev, Rates Epricing (Vp, Snr Vp), London

Real-time Rates, e-Pricing, Curves, Forwards,  C#, Java or C++ KEY RESPONSIBILITIES: Deliver tactical Sales and Trading tools to mitigate risk, and to facilitate the transition to the strategic real-time pricing & risk system Collaborate on Price engine design, including all analytics (price discovery, market and client profiling).
Build relationships with Front Office users, Quant Researchers, and other teams across eRates Trading & technology Define reporting tools for quantifying eTrading performance (revenue, risk and client service) Maintain & enhance RAD toolset Continuously develop customer service & performance metrics, and determine appropriate actions SKILLS & EXPERIENCE: Strong software development skills in languages such as C#, Java or C++ Knowledge of flow Rates (G10, EM), OIS, Swap pricing, Bond pricing, FWDs/Cross currency Extensive working knowledge of Interest Rates pricing.
Experience with large scale real-time distributed systems and eTrading Strong Excel skills – able to create add-ins/automation using languages other than VBA Great communication skills!