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Java Developer (Quantitative Financial Services)

  • Location

    Remote Home Based, United Kingdom

  • Sector:

    IT & Software Development, Finance & Accountancy

  • Job type:

    Contract

  • Salary:

    £520 - £632 per day PAYE or £665 - £811 per day Umbrella (Inside IR-35)

  • Contact:

    Daniel Polhill

  • Job ref:

    1350

  • Published:

    4 months ago

  • Expiry date:

    2021-09-07

Java Developer (Quantitative Financial Services)

Home / Remote Based UK Wide

£520 - £632 per day PAYE or £665 - £811 per day Umbrella (Inside IR-35)

6 months initially with potential to extend

Techniche are working with a large Global Financial Institution to appoint a Developer on an initial 6 month contract. This is a fully remote / home based role and has the potential to be extended beyond the end of the year (2021).

Summary briefing:

  • The main focus of this role is Java Development
  • Development tasks will focus on working with Interest Rate Pricing
  • This role is Core Java Development, but must have familiarity working in front office writing trading algorithms. Low latency Java.
  • It is not a Quant role, but will be working alongside Quants, understanding the concepts to be implemented into Java Development
  • The Quants within the team will do the math and the calculations but the developer must be able to understand how these calculations will be implemented and apply them to the software code.
  • For this assignment it will be primaily focused on an Interest Rate Pricing project as well as FX pricing.

Main Duties:

As a Quantitative Developer, the successful candidate will be expected to perform the following duties with a high level of competence:

  • Develop algorithmic pricing strategies in Java.
  • Work in close collaboration with the eRisk Quantitative Analysts on algo specifications and development.
  • Extend and maintain the algorithmic code base, adhering to and promoting development best practice.
  • Participate in peer reviews of code.
  • Work with business and control functions to ensure the safe and correct functioning of algos.
  • Assist (when required) with the deployment of components to development and test environments

 

Experience Required:

  • Front Office development team in Large Investment Bank, supporting global trading desk
  • A background of solid architectural work
  • Familiarity with time series databases (KDB)
  • Knowledge of Enterprise Integration and messaging technologies (29 West, Multicast)
  • Knowledge of lock free algorithms, low latency tuning and threading.