DevProx - Commodities

Job Description

WHO WE AREQuanteam Group is a Consultancy firm specializing in the Financial sector, in London, Paris, Brussels, New York and Singapore.Since 2007, our 800 consultants provide our sector with expertise and capacity across different areas such as Financial Engineering and Quantitative Research, Regulations and Market Change, IT Transformation and Innovation.Our major clients are Corporate & Investment Banks, Asset Managers, Financial Associations, Hedge Funds, Brokers, Trading Companies, and Insurance Companies.The company participates in major Programmes driven by Business, Technology and Regulatory initiatives, and we bring business advice through quantitative, risk, front office and organizational experience as well as IT expertise via Business Analysis, Development,Business Continuity and Change Management.As part of Quanteam Group, Quanteam UK (incorporated in 2007) counts more than 90 consultants, delivering our expertise to major Financial institutions in London.OVERVIEWProvide the business (Global Market Commodities, Global Structured Credit Solutions) with flexible, scalable and taylored user software applications where proximity developments and resources are necessary. Main users are front office (trading, sales andstructuring) but the team also provides tools to control and support (Middle office, Marpl, back office, trade support) teams when necessary.The team contributes in designing and implementing a resilient, efficient and scalable Information System for GMC, in close cooperation with other relevant IT, business and operational teams in London and worldwide.As part of the GMC IT department, the team follows its governance.Main responsibilities and duties of the role (indicate if any are shared, if so with which other position):Provide the business with software applications:Following in house proximity development lifecycle comprising the following step:User needs collection and anticipation.Analysis of these needs and definition of the required specifications.Multiple solutions proposal: where applicable, provide the sponsors with studies comparing the different options and solutions to facilitate strategic decision making.Implementation and delivery of retained solutions.Support and documentation.Bug tracking, continuous software evolution.Make recommendations regarding architecture, technologies and IT solutions.Analysis, problem solving and escalation.As part of the global proximity development team, transpose and follow its software development standard, methodologies and procedures.Cooperate with GMC Quants, MOA, MOE and other relevant teams.Carry out training and skills assessments at regular intervals.Follow the branch compliance rulesPropose new projects to the business, take lead of dev prox topic, covering notably:Innovative solutions.New business, activities and products.Opportunities for efficiency improvements.Operational risk reduction.Reporting :Timely progress updates to direct management as deemed necessary.Review of Work :Annual review with the Head of Proximity Development.Regular liaison with the Head of Proximity Development.Legal and Regulatory responsibilitiesTo comply with all applicable legal, regulatory and internal Compliance requirements including but not limited to:FCA Senior Managers Rules and Individual Conduct Rules as applicable.Where appropriate, PRA Senior Managers Rules.Market standards, codes and conduct requirements.Natixis compliance policies and procedures.Financial crime prevention requirements including reporting obligations to the Money Laundering Reporting Officer.Key skills, experience and personal attributes required (include problem solving aspects):Software developer background.Skills and knowledge – required :Objectoriented language.Usual architectural pattern (ntier, MVVM…).Skills and knowledge – preferred:C#, Web technology – Rest API’s , WPF, Micro services, architecture.knowledge (unity, spring, prism, castle…).Personal skills:Strong interest in the global markets business.Understanding of Commodities and Market Data (preferred).Fast learner and proactive approach.Good communication skills (business oriented and technical oriented).Ability to work in a demanding environment with strong business exposure.Specialist /technical or professional qualifications, including any registrations (FCA or other) required:Experience within Financial Markets, Commodities experience preferred e.g. oil, nat gas, power.Good understanding of derivatives and various instruments both listed and OTC.Good understanding of linear and non linear risk.Good understading of options and greeks, first and second order, including multi asset options i.e. cross gamma, vega, volga etc.Good understanding of implied volatility curves, smiles etc.Curve marking & publishing – linear and composite curves.Ability to provide hands on support to onboard new products.Past experience with integrating pricing libraries and pricing tools, for traders to price deals.Working conditions (If not standard working hours please state shift system used):Contractual plus flexibility required to meet operational requirements and business needs.The team works in shifts, current setup is:Early starts: 7:30AMLate ends: 7:30PM