C++/Python Platform Developer - Assoc/VP level
- Employer
- Anson McCade
- Location
- London, United Kingdom
- Salary
- perfomance based bonus
- Closing date
- Jun 28, 2022
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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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.
Responsibilities:
Requirements:
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.
Responsibilities:
- 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.
Requirements:
- 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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