London Area /
Consulting /
Permanent contract
Margo is a Tech Native consulting firm accompanying companies in their digital transformation on highly technical complex projects. Its offers are organized around 4 expertise: Business Agility, High Performance IT, Data to Business and IT Modernization.
By putting innovation at the heart of its model, Margo guides companies in their strategic choices and in the creation of new technologies, in order to design their competitive advantage.

Margo is looking for an IT Quantitative Developer to join teams within Investment Banking and Hedge Funds.

Your Key Responsibilities :

    • You are part of a dedicated IT team working in very close collaboration with the Front Office Research Group
    • Our role primarily involves working on the design and implementation of various aspects of pricing and risk analytics for different products, as a standalone library, for use in services and as a part of a wider valuation and risk system
    • The products include: FRAs, Swaps (include CMS, DRS, inflation, bond index and total return swaps), Caps/Floors (including digital and knock in/out deals), Swaptions, FX spot/forward (but not options), Bonds & Repos, Futures & Listed Options (including bond, index and short/IR contracts)

You are the successful candidate if :

    • Degrees (MSc) - Quantitative (any)
    • IT Development - C++ or other strong OO language
    • Products/Exchanges – Derivatives. Overall excellent understanding of Business challenges.
    • IT Development (desirable skills) : C#, C++, Python
    • Problem Solving / Analysis
    • Communication - Proactivity
    • Client Focus
    • Flexibility