Lead Quantitative Developer

  • Negotiable
  • Manhattan, NY, États-Unis Manhattan NY US
  • CDI, Plein-temps
  • Standard Chartered Bank
  • 17 avr. 18 2018-04-17

Development of quantitative analytics; software engineering; software design and architecture; overall design and implementation of a wide range of financial software across FX, IR, commodities and credit asset classes

Strats are generalist software engineers. As a Strat you will be involved in all of: software design; architecture specification; project management; implementation; requirements gathering; research engineering; devops.

You will work on the trading floor, directly with traders, building software to automate their work and improve their efficiency. The role is highly development focused and you will use Haskell for almost all tasks: data analysis, market data publishing, database access, web services, desktop GUIs, large parallel tasks, quantitative models, solvers, everything. This is a fast paced role - code you write today will be deployed within hours to hundreds of users and has to work.

This is a position in the UK as part of the Strats global team. Demonstrated experience in typed FP (Haskell, OCaml, F# etc) is required. We have around 2.5 million lines of Haskell, and our own Haskell compiler. In this context we look for skill in typed functional programming to capture and abstract over complex systems.

Experience writing typed APIs to external systems such as databases, web services, pub/sub platforms is very desirable. We like working code, so if you have Hackage or github libraries, we definitely want to see them. We also like StackOverflow answers, academic papers, or other arenas where you can show broad FP ability.

You have some project and client management skills - you will talk to users, understand their problems and then implement and deliver what they really need.

The role requires physical presence on the trading floor in London. Remote work is not an option