Contract Java Quant Developer - IR & FX - Inside IR35

Investigo; London; On-site; GBP 125,000 - 150,000; Part time

Job summary

A leading investment bank in London is seeking a Contract Java Quant Developer to join a front office team. The role involves rebuilding a strategic curve construction and pricing platform, requiring strong Java skills and an understanding of Interest Rate and FX curve dynamics. Candidates will work closely with Quants and Traders to deliver a flexible, user-driven system.

Qualifications

• Strong Java development skills.
• Solid understanding of Interest Rate and FX curve building.
• Experience building curve marking tools in collaboration with Quants.

Responsibilities

• Rebuild a server-side application with a flexible data model.
• Define and bind data objects and model objects.
• Enable curve construction with correlation to other curves.
• Support user-defined convexities and curve shape management.
• Allow for multiple curve instances per user or region.

Skills

Java development

Interest Rate curve building

FX curve building

Curve marking tools experience

UI technologies (HTML5/OpenFin)

Job description

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.