Lead Quant Developer - Python
Talented quant developer with in-depth technical knowledge of Python wanted for a fantastic opportunity at this growing FinTech. They reduce risk in financial markets, and counterparty risk between market participants using sophisticated technology, improving market liquidity and clients' returns. Clients include the G15 top tier global banks, regional banks and other large institutions.
The ideal candidate will have experience of building quantitative systems/libraries in Python - NumPy & Pandas experience is essential. You will also be familiar with a code base of 20k-200k lines of code and ideally have an understanding of fixed income products.
If you are innovative, intellectually curious, and enjoy responding rapidly to client demands in a progressive company, this role is for you.
Requirements - Deep technical knowledge of Python in particular - but also other programming languages, e.g. C++
- Understanding of full SDLC and complex project delivery
- Experience running and maintaining production valuation systems
- Understanding of constrained linear & quadratic programming (optimisation)
- Experience with AMPL and/or gurobi is a plus
- An understanding of fixed income products and/or CVA/counterparty credit risk, e.g. swap pricing, yield curve calibration
Rewards and Incentives - Significant salary + bonus + benefits
- Build complex software solutions to solve challenging problems in agile environment
- Positive, friendly culture
Contact If you think you are a suitable candidate for the role and would like further info, please contact:
Cajovi Daniel cajovi.daniel@oxfordknight.co.uk
linkedin.com/in/cajovi-oxfordknight