Quantitative Developer

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.