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Algo-Quant Developer


Vacancy details

General information

Entity

About Crédit Agricole Corporate and Investment Bank (Crédit Agricole CIB)

Crédit Agricole CIB is the corporate and investment banking arm of Credit Agricole Group, the 12th largest banking group worldwide in terms of tier 1 capital (The Banker, July 2021). Nearly 8,600 employees across Europe, the Americas, Asia-Pacific, the Middle East and Africa support the Bank's clients, meeting their financial needs throughout the world. Crédit Agricole CIB offers its large corporate and institutional clients a range of products and services in capital markets activities, investment banking, structured finance, commercial banking and international trade. The Bank is a pioneer in the area of climate finance, and is currently a market leader in this segment with a complete offer for all its clients.


For more information, please visit www.ca-cib.com

Twitter: https://twitter.com/ca_cib
LinkedIn: https://www.linkedin.com/company/credit-agricole-cib/
  

Reference

2021-62284  

Update date

24/11/2021

Job description

Business type

Types of Jobs - Corporate & Investment Banking

Job title

Algo-Quant Developer

Contract type

Permanent Contract

Job summary

Summary

The person would work closely with the eFI Algorithm team in a front office environment to help develop and analyse the pricing, trading, hedging and risk management algorithms for Fixed Income products.  The Role is an entry level role and will allow the person to gain practical experience with algorithms and an understanding of the complex FI Markets through working on simpler problems and analysing existing algorithms. 

A broad range of the latest technology is used and the candidate is required to learn to use these, with support, to eventually develop and test independently.

 

Key Responsibilities

·        Develop tools to monitor the performance of existing algorithms and where possible automate reporting for management

·        Facilitate development of trade post-mortem tools to identify challenging client flows and pricing anomalies.

·        Perform ad-hoc statistical analysis of algorithm performance, behaviour, market data, client behaviour.

·        Develop prototype applications to facilitate development of new algorithms and pricing methods.

·        Liaise with traders to understand requirements and draw parallels with solutions in other products and between Algo+ Flow trading.

·        Help monitor the deployment of new and modified trading algorithms to ensure we are compliant with the firm’s obligations and that the release process is strictly adhered to.

 

Legal and Regulatory Responsibilities

·        Comply with all applicable legal, regulatory and internal Compliance requirements, including, but not limited to, the London Compliance manual and the Financial Crime Policy. Complete any mandatory training in line with legal, regulatory and internal Compliance requirements.

·        Maintain appropriate knowledge to ensure to be fully qualified to undertake the role. Complete all mandatory training as required to attain and maintain competence.

·        Refrain from taking any steps which could lead to the removal of certification of fitness and propriety to perform the role.

·        Undertake all necessary steps to satisfy the annual certification process.

·        Comply with all applicable conduct rules as prescribed by the relevant regulator.

 

Key Internal contacts

·        Primarily working closely with the head of eFI Algorithms to raise development issues and validate proposed solution architectures regarding business requirements.

·        Working with eBusiness Fixed Income Product Managers to ensure deliverables are in-line with product enhancements and platform developments.

·        FI Trading for requirements gathering and communicating latest developments.

·        Key IT contacts to integrate developments with existing platforms where required.

 

Key External contacts

·        Primary eBusiness platform vendors.

·        Market Data vendors.

·        Third party software vendors.

 

 

Position location

Geographical area

Europe, United Kingdom

City

London

Candidate criteria

Minimal education level

Bachelor Degree / BSc Degree or equivalent

Academic qualification / Speciality

Educated Degree Level

Required skills

Essential: 

Experience developing production-ready systems within an organisation and managing release cycles.

Experience working with tick-data and time series

Experience using with Tick Databases.

Knowledge of time series analytics (correlation, linear regression, PCA)

Experience working within a low latency architecture.

Languages: KDB+, C++, Java or other language, Version Control: GIT/SVN

Financial Markets Experience (Preferably FI, but other asset classes will be considered)

Independent problem solver

Strong communication skills

 

Desirable:

Good knowledge of FI asset class preferred but would consider very strong knowledge of other asset classes.

Desired: Interaction within a trading floor environment

Knowledge of FI market structure – venues, most liquid hedge instruments

Languages: Python, Matlab or R experience, Streambase