At a Glance
- Tasks: Join a front office team to rebuild a strategic curve construction and pricing platform.
- Company: A leading investment bank in London, known for innovation and excellence.
- Benefits: Competitive pay, flexible working arrangements, and opportunities for professional growth.
- Why this job: Work closely with Quants and Traders on impactful projects in a dynamic environment.
- Qualifications: Strong Java skills and understanding of Interest Rate and FX curve building required.
- Other info: Inside IR35 contract role with potential for exciting challenges.
The predicted salary is between 60000 - 84000 £ per year.
Contract Opportunity: Java Quant Developer – Curve Building & Pricing Infrastructure – Inside IR35
A leading investment bank in London is seeking a Contract Java Quant Developer to join a front office team focused on rebuilding a strategic curve construction and pricing platform. This role involves close collaboration with Quants and Traders to deliver a flexible, user-driven system for Interest Rate and FX curve management.
Key Responsibilities
- Rebuild a server-side application with a flexible data model and user-configurable design.
- Define and bind data objects and model objects to incoming price sources (e.g., brokers, overrides, implied prices).
- Enable curve construction with correlation to other curves.
- Support user-defined convexities, turns, and other levers to manage curve shape dynamically.
- Allow for multiple curve instances (e.g., per user, per region).
Required Skills & Experience
- Strong Java development skills.
- Solid understanding of Interest Rate and FX curve building , including:
- The concept and process of curve construction.
- Instruments used across short, mid, and long ends of the curve.
- Correlation between instruments and across products.
- Nuances of IR, G10 FX, NDF, EM, and CDS Single Name curves.
- Experience building curve marking tools in collaboration with Quants.
Nice to Have
- Experience with UI technologies such as HTML5 or OpenFin.
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Contract Java Quant Developer - IR & FX - Inside IR35 employer: Investigo
Contact Detail:
Investigo Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Contract Java Quant Developer - IR & FX - Inside IR35
✨Tip Number 1
Familiarise yourself with the specific technologies and frameworks mentioned in the job description. Brush up on your Java skills, especially in relation to curve building and pricing infrastructure, as this will be crucial for impressing during interviews.
✨Tip Number 2
Network with professionals in the finance and tech sectors, particularly those who work with investment banks. Attend relevant meetups or webinars to connect with Quants and Traders, as they can provide insights into the role and potentially refer you.
✨Tip Number 3
Prepare to discuss real-world examples of your experience with curve construction and pricing tools. Be ready to explain how you've collaborated with Quants in the past, as this will demonstrate your ability to work effectively within a front office team.
✨Tip Number 4
Stay updated on current trends in Interest Rate and FX markets. Understanding recent developments and challenges in these areas will help you engage in meaningful conversations during interviews and show your genuine interest in the role.
We think you need these skills to ace Contract Java Quant Developer - IR & FX - Inside IR35
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your strong Java development skills and any relevant experience with Interest Rate and FX curve building. Use specific examples to demonstrate your expertise in curve construction and collaboration with Quants.
Craft a Compelling Cover Letter: Write a cover letter that showcases your understanding of the role and the investment banking environment. Mention your experience with server-side applications and how you can contribute to rebuilding the pricing platform.
Highlight Relevant Projects: In your application, include details about any projects where you've built curve marking tools or worked with financial instruments. This will help illustrate your practical experience and problem-solving skills.
Showcase Technical Skills: If you have experience with UI technologies like HTML5 or OpenFin, be sure to mention this in your application. Even if it's not a requirement, it can set you apart from other candidates.
How to prepare for a job interview at Investigo
✨Showcase Your Java Skills
Make sure to highlight your strong Java development skills during the interview. Be prepared to discuss specific projects where you've used Java, especially in relation to curve building and pricing infrastructure.
✨Understand Curve Construction
Demonstrate a solid understanding of Interest Rate and FX curve building. Be ready to explain the concepts and processes involved, as well as the instruments used across different segments of the curve.
✨Collaborate Effectively
Since this role involves working closely with Quants and Traders, be prepared to discuss your experience in collaborative environments. Share examples of how you've successfully worked with cross-functional teams to deliver user-driven systems.
✨Familiarise Yourself with UI Technologies
While not mandatory, having knowledge of UI technologies like HTML5 or OpenFin can set you apart. If you have experience in these areas, make sure to mention it and discuss how it could benefit the team.