Quantitative Developer - London

A leading Investment Bank within Banking and Financial Services, employing over 200,000 people across 80 countries and 5 continents. 
Department Overview
The Fixed Income business offers a broad range of products and services in the global interest rate, credit and currency markets. Fixed Income help their global franchise of clients find effective ways to raise and invest capital as well as manage their exposure to risk. Their client base comprises of hundreds of corporations, institutional investors, banks, governments and supranational organizations.

Overall Job Purpose
This is a Quantitative Developer role to work on the development of the libraries for the rates products electronic trading platform. This platform underpins the electronic rates activity including pricing, hedging and execution.

Key Responsibilities
·        Close interaction with business and other quantitative research and IT teams in developing new features in the electronic trading platform and also in assisting them in the investigation of issues (e.g. post-event analysis, performance and scalability, latency reduction)
·        Work with management to draw up specifications for new projects and estimate the costs involved in their implementation.
·        Design and implement agreed electronic trading platform components
·        Develop robust and reliable testing strategies
·        Interaction with IT teams upstream/downstream in the chain (e.g. data sources, trade execution APIs)
·        Release management aspects
Skills & Qualifications
·        Top academic background strong degree in mathematics/physics/computer science from a leading academic institution and ideally DEA/MSc/PhD in a relevant subject
·        Innovative with a “start up” mentality
·        Outstanding implementation skills in an object orientated programming language (backed up by significant programming experience in an industrial context working on large projects)
o    Active interest in design of system architecture
o    Interest in writing clear, maintainable code
o    Strong quantitative programming skills
o    Excellent problem solving / debugging skills
o    Good understanding of concurrent application design
o    Experience of Core Multithread Java
·        Good communication skills in English (other languages advantageous)
·        Pragmatic approach to ensuring delivery on a timely basis
·        Financial and product knowledge is an advantage
·        Previous automatic trading experience is not required, but could be positive (e.g. experience of order lifecycle)
Why join Margo Consulting:
·          Ability to work within an international Consulting company, a leader within the industry in France
·          Ambitious projects in Financial Services
·          Permanent or Contractor
·          Competitive benefits; Health care, pension, bonuses
·          Opportunities for development (planning career paths, trainings, switch between projects, including changes of position, opportunities to engage in additional activities)
·          Very good atmosphere of work, integration events
Our Story:
Created 2005 in Paris, Margo Consulting is a leading Consulting company providing IT services. We hire 300 people, and rank number one within the Investment Banking industry of consulting quality. We work in partnership with our clients helping them to create agile and outstanding information systems and we are pioneers on many complex issues, with high Financial and Technological added values. 
By investing in the development of our employees and our start-up incubator, we have the ambition to create the future of IT and Financial Recruitment.
Interested? Motivated?  Apply online at stefani.zaharieva[@]
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