C++/Python Platform Developer - Assoc/VP level

Anson McCade
London, United Kingdom
perfomance based bonus
08 May 2022
07 Jun 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
C++/Python Platform Developer - Assoc/VP level

London based

This group is a key part of the client's markets business, developing and maintaining sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and risk manage financial transactions. They develop these in a scalable, distributed and highly available risk, pricing, and trade management platform built in-house within in the firm.

This platform is designed to enable rapid innovation by offering quantitative analysts, risk managers and technologists a consistent, cross-asset portfolio of models, frameworks and tools to use in building financial applications.

The power of the platform derives from several key technical innovations: a powerful dependency graph implementation, a global object data store, a real-time risk framework, a robust deal model, and a forward propagating, event-driven graph.

They are looking for a new member to join the Quantitative Research Platform team focusing on cross asset topics ranging from pricing and market model design, trade and risk frameworks to high performance computing.

  • Developing the platform (Python) analytics software that is used to price and risk manage financial products
  • Designing efficient, scalable and usable cross asset frameworks with the aim of establishing golden standards across all QR streams
  • Optimizing code and business processes, providing expert guidance to desk-aligned quant teams in using frameworks
  • Support of end users of the frameworks, communicating with desk-aligned quant teams and technology groups.

  • Degree in a quantitative field, e.g. computer science, mathematics, engineering, physics
  • Outstanding problem solving skills
  • Excellent software and algorithm design and development skills. Must be passionate about software design and writing high quality code
  • Experience writing high quality Python is preferable
  • Experience working in pricing libraries and risk management systems. Good understanding of trade life cycle, MTM, PnL and other processes that govern day to day business operations
  • Knowledge of finance or quantitative finance is desirable
  • Excellent oral and written communication skills

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