Front Arena Architect
This client serves asset managers, pension funds, stockbrokers, life insurers and other similar entities, focusing on personal and business banking, corporate and investment banking, wealth and investment management alongside private banking. The client account for more than 40,000 employees spanning across 12 African countries. Additionally they have expanded into strategic areas such as United Kingdom and the United States, as well as a few other European locations. As of 2019, they had more than USD 80 billion AUM predominantly trading in Fixed Income, Commodities (Mainly precious metals), and Credit.
Our client is now undertaking a full-scale FRTB project. We are already involved with this project and due to our high performance have been asked to expand on our contributions to further and take over the drive of the project. It is focused on the Front Office, but encompasses the bank Front to Back for Front Arena and Adaptiv Analytics covering all asset classes and instruments. At this stage, we will be attacking their data and portfolio aggregation issues head on as well as leading the archiving programme, to optimize their entire estate’s performance. Some of the aggregations has been performed for some of the assets, but it has been lagging behind along with the archiving due to other priorities taking precedence.
We are looking for a Senior Front Arena Architect, who can take charge of the data aggregating the trades flows, portfolios, settlements and cash flows for all trading activities, establishing the aggregation and archiving logics based on expiration tasks and writing Python hooks as well as establishing more advanced logics with Python when required. After which you need to check the PnL, greeks and overall risk numbers to verify that it still stand unaltered. You will be working with the bank’s own team and FIS consultants to take charge of the project and drive the achievements forward.
You will need to be a strong Python developer with at least 8 years of Front Arena experience and a strong knowledge of the BDP module, particularly on the aggregation side rather than the corporate actions as well as the Prime Trading and Admin Managers. You would also need a great understanding of FICC products (Fixed Income, FX, Commodities and credit) in particular the PnL and greek numbers for their instruments (Options and Swaps). You will also need to be a good communicator with the personality to drive this project forwards.
This opportunity will allow you to work on some of the newest technologies that Front Arena has to offer, in a full-scale comprehensive and prestigious project, giving you great exposure to the RFR Benchmark reform, as well as showcase your capabilities to take charge and drive big tasks which will reflect very well to your future employers.