Desk Developer (Rates)

Quick Facts

• Role: Desk Developer (Front Office Technical Support) – Rates
• Focus: Trading, risk, and pricing tools for live operations

Description

The Desk Developer designs and builds trading, risk, and pricing tools that improve trading workflows and risk management for rates products. You will work closely with traders to provide essential front-office support for live trading, while creating pricing and analytics models for non-linear rates and ensuring compatibility with the firm’s central risk platform.

Responsibilities

• Build desk tools for trading, risk, and pricing using Python and VBA
• Create and improve pricing and analytics models for non-linear rates products
• Partner with central risk development teams (Quartz) to ensure platform compatibility
• Build APIs to integrate existing tools and systems
• Act as first contact for traders during live issues, diagnose root causes, and fix problems
• Monitor Greeks and vega ladders, and reconcile P&L with Middle Office
• Collaborate across teams and support other desks as needed

Requirements

• Strong Python skills
• Experience in a front office trading environment
• Expertise in pricing/analytics model creation and development
• Solid grasp of interest rate derivatives
• Bachelor’s degree in a quantitative field

Benefits

• Opportunity to work across the project lifecycle from strategy through implementation
• International and diverse team committed to openness, integrity, and an equitable working environment