Contract Java Quant Developer - IR & FX - Inside IR35

Posted 3 days 1 hour ago by Investigo Limited

Permanent
Not Specified
Other
London, United Kingdom
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.