Front Office Quant Developer (AVP/VP), Sydney or Melbourne Front Office Quant Developer (AVP/VP), Sydney or  …

Millar Associates
in Sydney, New South Wales, Australia
Permanent, Full time
Be the first to apply
AUD $200k Base + Bonus + Super
Millar Associates
in Sydney, New South Wales, Australia
Permanent, Full time
Be the first to apply
AUD $200k Base + Bonus + Super
Posted by:
Craig Millar • Recruiter
Posted by:
Craig Millar
Recruiter
Our client, a Global Investment Bank, seeks to recruit a Software Engineer to join the trading technology team to further develop a robust and scalable multi-asset derivatives model library for their global derivatives trading business. You will need strong Front Office experience in large-scale systems architecture, client servers, and implementation. This is a highly visible role with a great career potential where you’ll face some great engineering challenges in a friendly and nurturing global team.

Quant Library Infrastructure Development, Derivatives Trading Systems, C++ & Python

KEY RESPONSIBILITIES:

  • Maintain and improve the technology across the business
  • Improve Model delivery and Library accessibility for the Risk System and other business areas
  • Work with the relevant IT, Risk, and Business teams across the bank
  • Develop and implement strategies to improve and integrate architecture, systems and processes
  • Create and promote new ideas in technology

ESSENTIAL SKILLS & EXPERIENCE:

  • 3-6 years’ experience in a bank working on model libraries and/or trading and risk systems
  • Previously worked on systems architecture, client server, implementing new IT systems
  • Advanced degree in Software Engineering, Computer Science, Physics, Maths, or other engineering discipline
  • Experience programming and building libraries in C++, Python, and other language
  • Exceptional C++/C++11 skills and awareness of C++14 and C++17 with strong capacity for abstraction and design.
  • Solid experience developing in Windows and Linux
  • Highly creative in the application and extension of Front Office trading systems
  • Strong interpersonal skills for a highly collaborative team culture
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