Senior Quant Developer   Job Description Key Responsibilities

Monitor, maintain and calibrate pricing models
Investigate and resolve deviations model variations from market observations
Assist with the valuation of esoteric / illiquid assets
Prepare documentation to support the pricing evaluation process and enable hand-over between regions
Development of pricing models within an application development framework 

Skills / Experience

Essential
Proven background in maintaining accurate pricing of financial derivatives 
Proven background in pricing at least one asset class 
Data sourcing, asset pricing and valuation knowledge with an understanding of how market and asset data will affect valuations
Experience in working within real-time event driven environments (as opposed to daily snapshots)
Experience of regular use of terminals such as BBG and Reuters including:
Data access via excel/APIs
Front-end usage
Technical experience of working with data and building data comparisons
Essential Languages:Python, Java or C++ (Intermediate level on at least one)

  Responsibilities
Desirable
Pricing models
Electronic Trading Systems & Execution Platforms
Execution & Hedging Algorithms
Background with multiple asset classes is an advantage
Previous exposure to:
Python or other programming languages advantageous
Data access via database experience advantageous
Desirable Languages/Technologies:
Python, Java, C++, KDB+/Q, C 

Personal Attributes

Problem solving:
Proven ability to take complex business requirements and translate these into tangible, workable and commercially smart solutions while leveraging best practice tools and techniques
Analytical:
Ability to understand and respond to complex problems, draw and present the right insight and recommendations effectively
Collaborative approach to working as part of a global team
Confident communicator
Capable at managing your own work load, while providing regular feedback to management
To be alert to Conduct Risk issues, specifically the risk of harm to client interests, market integrity and/or competition in financial markets due to inappropriate practices or behaviours across the firm

Eligo Recruitment is acting as an Employment Business in relation to this vacancy. Eligo is proud to be an equal opportunity employer dedicated to fostering diversity and creating an inclusive and equitable environment for employees and applicants. We actively celebrate and embrace differences, including but not limited to race, colour, religion, sex, sexual orientation, gender identity, national origin, veteran status, and disability. We encourage applications from individuals of all backgrounds and experiences and all will be considered for employment without discrimination. At Eligo Recruitment diversity, equity and inclusion is integral to achieving our mission to ensure every workplace reflects the richness of human diversity