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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Not The Perfect Fit?
Concerned that you may not meet the criteria precisely? At TP ICAP, we wholeheartedly believe in fostering inclusivity and cultivating a work environment where everyone can flourish, regardless of your personal or professional background. If you are enthusiastic about this role but find that your experience doesn't align perfectly with every aspect of the job description, we strongly encourage you to apply. You may be the ideal candidate for this position or another opportunity within our organisation. Our dedicated Talent Acquisition team is here to assist you in recognising how your unique skills and abilities can be a valuable contribution. Don't hesitate to take the leap and explore the possibilities. Your potential is what truly matters to us.
Company Statement
We know that the best innovation happens when diverse people with different perspectives and skills work together in an inclusive atmosphere. That's why we're building a culture where everyone plays a part in making people feel welcome, ready and willing to contribute. TP ICAP Accord - our Employee Network - is a central to this. As well as representing specific groups, TP ICAP Accord helps increase awareness, collaboration, shares best practice, and holds our firm to account for driving continuous cultural improvement.
Location
Japan - Akasaka Minato-ku - TokyoSkills Required
- 5-7 years' experience as a Quant Analyst or Financial Engineer in financial services
- Experience across at least two asset classes: Rates, Fixed Income, Inflation, FX, Options, Commodities
- Numerate degree or master's with exposure to software development
- Software development experience in C++, C# or Python
- Experience running projects from concept to completion and working with multiple teams
- Experience working closely with software development teams to deliver Front Office solutions
- Working closely with stakeholders and project management teams
- Excellent written and verbal communication skills
- High analytical capability
- Product Owner or formal product/project ownership experience
- Management experience
- Knowledge of JPY Rates
- Knowledge of USD & JPY Bonds markets
- Knowledge of JPY Swaptions
What We Do
ICAP, part of TP ICAP group, is a leading markets operator and provider of execution and information services. Efficient financial markets are vital to global and national economies. As a leading markets operator ICAP provides a wide variety of electronic execution and information services for wholesale market participants. ICAP facilitates the flow of capital and investment through the financial system and supports government and corporate borrowing.
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