Posted 17 days ago
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Join a team of quants and developers to completely redevelop pricing analytics, risk management, market data, trade capture and reporting systems. You will design, develop and support high-performance, robust components and quantitative analytics in a fast-moving environment. The role requires strong software engineering skills (C++, C, Python, Rust) and experience in library design and pricing/risk models for derivatives and fixed income. Knowledge of structured products, PnL reporting and hedging considerations is advantageous.
- Compensation
- Not specified
- City
- London
- Country
- United Kingdom
Currency: Not specified
Full Job Description
Quant Developer – Library Re-Write
London
Required skills
C++, C, Python, Rust, Quant Library Design, Graph Computing, Real Time Analytics, Pricing, Risk,
Derivatives, Fixed Income.
You will join a team of experienced quants and developers embarking on the complete
redevelopment of the pricing analytics, risk management, market data, trade capture and reporting
applications.
You must have passion for delivering robust, high performance software and quantitative analytics, with either experience in financial markets or an interest to learn about them. You will design, develop and support highly reliable components across a range of technologies in a and fast-moving environment. A strong understanding of structured products, including payoff terms, pricing models, risk measures, PnL reporting and hedging considerations is advantageous.
Key Skills:
– Quantitative, computer science or engineering academic background
– At least 2 years of professional software engineering experience
– Programming skills in an OO or functional paradigm (Java/C++/Python/Scala/Haskell/Rust)
– Expertise in creating and validating pricing and/or risk models
– Library design and development (preferably on Athena, Quartz, Beacon or SecDB)
