|Listed on:||17th June|
|Salary/Rate:||£400 - £650|
|Salary Notes:||Day Rate - Can be paid via a Limited Company|
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Python Quant developer / Data Scientist FX Derivatives- Investment Banking
Python Quantitative developer for an in-house developed platform for the management of FX Derivatives / risk-based vendor compression cycles. Expert in Python for data analysis and extraction using the pandas framework. Experience with the GIT version control system and use of the git-flow workflow. Knowledge of the T-SQL (MS SQL Server) flavour of SQL and its efficient use. Knowledge of single page web application development in Angular 2.
Knowledge of fixed income and FX derivatives and their risk and P & L ( Swaps, FRAs, cross currency Swaps, FX Forwards, FX Swaps, Swaptions, FX options ). Candidates need to be able to talk to a trader about the sources of P & L on a Swap trading portfolio.
The role has the following responsibilities
- Modification of the system to support new technology providers, adopt changes to the banks analytics and maintain the system to be in line with the banks security policies.
- Provide support to middle office and trading desk developers globally on use of the platform.
- Understand the business requirements for compression by running cycles and liaising with trading and risk management.
Familiarity with running compression cycles ( e.g. Trioptima ).
Role can be paid via a limited company
Adlam Consulting operates as an Employment Agency & an Employment Business Applicants must be eligible to work in the specified location