Quantitative Developer - C++ Quantitative Developer - C++ …

Anson McCade
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 15 oct. 21
GBP60000 - GBP100000 per annum
Anson McCade
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 15 oct. 21
GBP60000 - GBP100000 per annum
Our client is looking for a junior quantitative developer to join the London part of the front office team to work on a cross asset initiative. This project is to re-engineer the systems that use the front office Quant libraries to compute risk, PAA, xVA, perform stress testing, etc., by building on top of a standardised set of asset-class agnostic interfaces to the Quant libraries.

C++ Quantitative Developer - Associate level

London based

Our client is looking for a junior quantitative developer to join the London part of the front office team to work on a cross asset initiative.

This project is to re-engineer the systems that use the front office Quant libraries to compute risk, PAA, xVA, perform stress testing, etc., by building on top of a standardised set of asset-class agnostic interfaces to the Quant libraries.

Responsibilities:

  • Working in collaboration with the Quant teams and IT partners in Front-Office and Risk Technology to define new asset-class agnostic interfaces for interacting with the Quant libraries;
  • Refining existing interfaces as requirements evolve;
  • Enhancing the existing library implementation by fixing bugs and improving performance;
  • Increasing test coverage;
  • Improving documentation;
  • Helping the Quant teams complete and test their implementations of existing and new interfaces;
  • Advising IT teams on how to use the interfaces effectively to help them build systems on top of the interface
  • Experience of Quant library development is essential. As this role is cross-asset, Quant Dev experience across more than one asset-class would be beneficial.

Qualifications:

  • 2-5 years of experience in a comparable Quantitative Developer role including knowledge of Quant library design in at least one asset-class
  • Must have technical/programming skills: C++, Python, and knowledge of software design best practices
  • Consistently demonstrates clear and concise written and verbal communication skills
  • Bachelor's/University degree, Master's degree in a numerate subject preferred
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