Great opportunity to join a tier 1 bank and cross asset business.

Quantitative Developer - VP/assoc level

London based

This is an expert quantitative modeling group, as well as a leader in financial engineering, data analytics, statistical modeling and portfolio management. As a global team, it partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls.

The group delivers many of its sophisticated models and cutting-edge infrastructure to risk manage financial transactions via their platform, which is the cross-asset risk, pricing, and trade management platform built in-house.

Opportunity:

They are looking for several new members to join the team in London. They are a cross-asset team delivering strategic enhancements to the platform, to facilitate cross-asset trading and to make desk-aligned quant teams more productive. They cover cross-asset topics from market models design, risk frameworks, and investable indices to helping businesses onboard it.

Your Impact:

As part of the team, you will help make the platform the unified cross-asset trading and risk platform for Markets. You will deliver strategic change that will be used by hundreds of developers, across all asset classes, and will impact all businesses over years to come. In particular, you will;

Develop platform (Python) software to price and risk manage financial products.
Design efficient, scalable and usable cross-asset frameworks with the aim of establishing golden standards across all quant research streams.
Optimise code and business processes, providing expert guidance to desk-aligned quant teams in using frameworks.
Support end users of the frameworks, communicating with desk-aligned quant teams and technology groups.

Requirements:

Degree in a quantitative field, e.g. computer science, mathematics, engineering, physics.
Outstanding problem solving skills.
Excellent software design and development skills. You must be passionate about software design and writing high quality code.
Excellent oral and written communication skills.

Preferable:

Experience working in pricing libraries and risk management systems.
Good understanding of trade life cycle, MTM, PnL and other trading business processes.
Experience writing advanced Python code.
Knowledge of quantitative finance.