Front office C# MVVM WPF Developer – PNL Quant Fixed Income 

Front office C# Developer with extensive experience with C# and experience of Participation in large scale projects is required for a Quantitative research team.  This is a unique opportunity to work on a major re-engineering plan with very ambitious targets and requires a significant number of experts to work together and deliver this new platform. You must have Object oriented programming and MVVM Architecture experience. Comfortable with large scale libraries and working with different profiles (quants, IT etc.) Ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code with a focus on industrialization. Prior experience in front office quantitative research is mandatory.  Desirable: Prior experience in WPF would be a plus.

Role:

The role being offered is to participate in a major multi-faceted re-engineering project and work within the Quantitative Research team to adapt our existing FO Rate Risk and P&L Explain platform to the evolutions of the Global Markets environment. The job covers the following tasks with the prioritization being done by the quant team:

  • Become familiar with the Investment Banks Risk and P&L Methodology and align when necessary the implementation
  • Keep up to date with evolution of our pricing models, understand the associated risk factors and adapt Risk and P&L Explain calculation accordingly
  • Take ownership of analytics used in the existing FO Rate risk and P&L explain platform and drive their evolution and permanent improvement
  • Define and implement evolution roadmap for the platform from the current architecture toward target one
  • Increase coverage of the platform and help roll it out to users not yet on-boarded (typically in regions)
  • Generally work in collaboration with IT to ensure high level of availability of the platform
  • Assist traders when they require expert inputs to help them understand their P&L and risks

All tasks above are to be conducted with the supervision of the quantitative team to ensure consistency between different asset classes.

This is a contract role paying up to £750 per day.  Please quote reference JSADL02782 when applying and send your cv to This email address is being protected from spambots. You need JavaScript enabled to view it.

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