Join us as a Quantitative Developer
- You’ll be joining a team delivering software solutions to internal clients and systems, working on the single analytics framework
- We’ll look to you to support the development in C++, Python and other technologies where needed
- It’s a high-profile role, offering you the opportunity to work for front-to-back clients from front office trading and market risk to back office clients
What you'll do
In your new role, you’ll be delivering code contributing to the pricing risk and P&L components of the strategic asset class platforms. You’ll be working on long term strategic projects while supporting a large client base of users of the analytics.
You’ll also be:
- Designing, developing and optimising trading and risk management pricing system components
- Developing technical system solutions to implement mathematical models for the pricing and risk management of trading products
- Building system components for pricing, calibration and risk analysis and management tools for trading desks
- Contributing to systems implementation of the models and making sure that coding standards and procedures are implemented correctly
- Maintaining an awareness of potential operational risk issues
The skills you'll need
It’s essential that you have a solid background as a standalone Quant Developer. You’ll also need good experience of Visual Studio C++ programming under Windows and Linux, both 32 and 64 bit. If you’re also familiar with quantitative models, especially SABR, this would be an advantage. As would prior experience in VaR calculation or FRTB implementation, but neither are essential.
On top of this, you’ll need:
- Excellent algorithmic thinking and strong software pattern knowledge
- Excellent coding standards, including code comments and testing
- Past experience with implementing calibrations for pricing and risk
- A familiarity with Python and Jupyter, including their interaction with C++ libraries
- Good interpersonal skills and strong team player
If you need any adjustments to support your application, such as information in alternative formats or special requirements to access our buildings, or if you’re eligible under the Disability Confident Scheme please contact us and we’ll do everything we can to help.