Senior Financial Engineer

The TP ICAP Group is a world leading provider of market infrastructure.

Our purpose is to provide clients with access to global financial and commodities markets, improving price discovery, liquidity, and distribution of data, through responsible and innovative solutions.

Through our people and technology, we connect clients to superior liquidity and data solutions.

The Group is home to a stable of premium brands. Collectively, TP ICAP is the largest interdealer broker in the world by revenue, the number one Energy & Commodities broker in the world, the world’s leading provider of OTC data, and an award winning all-to-all trading platform.

The Group operates from more than 60 offices in 27 countries.  We are 5,300 people strong.  We work as one to achieve our vision of being the world’s most trusted, innovative, liquidity and data solutions specialist.

Role Overview

The Global Analytics team is responsible for developing and maintaining Price Discovery solutions used by the Front Office to generate and disseminate market information to clients. This data and associated financial calculations are integrated into a range of applications across the firm. As a Senior Financial Engineer, you will be working side by side with the Front Office collecting their requirements and applying your knowledge and experience to create new solutions and data sets that boost the services we offer to our clients.

Role Responsibilities:

·         Work closely with Front Office staff to translate business requirements into software solutions

·         Research, implementation, and documentation of new pricing models

·         Developing software in accordance with Global Analytics standards and approach

·         Support of existing and newly developed financial models

·         Development and support of data for dissemination to Front Office customers and Parameta clients

·         Effective communication with other members of the Global Analytics team and members of teams to which Global Analytics provide a service

·         Contribute ideas to the ongoing simplification and modernisation program

·         Project Management, defining the time required and delivery schedule for solutions to be deployed.

·         Mentoring junior members of the team

Experience / Competences:

·            Minimum 5-7 years’ experience working as a Quant Analyst / Financial Engineer in financial services or a financial institution

·            Experience working with at least two of Rates, Fixed Income, Inflation, FX, Options, Commodities.

·            Numerate degree or master’s with exposure to software development.

·            Software development experience - C++/ C# or Python.

·            Experience of running projects from concept to completion. Working with several teams in delivering the solution. Experience in Product Owner roles would be welcome

·            Experience working closely with Software Development teams in delivering solutions to the Front Office teams.

·            Working closely with Stakeholders and Project management teams.

·            Excellent communication skills, both written and verbal

·            Highly Analytical

·            Management experience would be welcome.

Desirable

1.     Knowledge of Rates Business, specifically JPY Rates.

2.     Knowledge of Fixed Income specifically USD & JPY Bonds Markets.

3.     Knowledge of Swaptions specifically JPY Swaptions

Job Band & Level: Manager, 6
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