Algo Developer - quant / strats driven development

  • Salary:£1000 per day
  • Location:London, England, United Kingdom
  • Job Type:Permanent, Full time
  • Company:Alexander Ash Consulting
  • Updated on:24 Feb 18

Algo Developer - quant / strats driven development, HFT, etrading, Algorithmic Trading, Testing, QA, source code, Audit

For this large banking organization we are looking for an Algo Developer with strong quant / strats driven development, code quality and testing experience.  You will also have experience in quant driven development in an eTrading environment and you’ll be able to review and analyse algo strategies source code. You will work in The Group Audit function that comprises over 700 staff located in global locations.

The function is a professional, business focused, proactive risk-based global audit team that operates with transparency, integrity and independence, and assists the Bank’s business and infrastructure areas to identify key control weaknesses.

Key responsibilities: 

  • Evaluate the adequacy and effectiveness of internal controls relating to risks specific to algorithmic and HFT trading, quant/strats driven development, code quality and testing (QA), release and deployment process, regulatory compliance.
  • Support implementation of the Group Audit risk-based methodology including; performing coverage of automated business processes and the respective technology environment.
  • Successfully deliver allocated scope in technology audits project, or participate in integrated business and technology audits.
  • Generate impactful findings and draft audit reports for review by Group Audit management with minimal intervention and to facilitate findings tracking and validate closure of findings.
  • Complete all work assigned promptly and in line with Group Audit methodology.
  • Be proactive and develop and maintain professional working relationships with colleagues, the business and respective support areas.
  • Work in an integrated manner with fellow team members both locally and globally.
  • The majority of the audit work is based in the UK.

You will have:

  • Detailed understanding of Algorithmic and High Frequency Trading products and processes.
  • Experience in quant driven development, being able to interpret and understand trading strategy source code and be familiar with key programming languages such as python, C++, Java
  • Knowledge of Global Markets processing covering Equities, Listed derivatives, Foreign Exchange and Rates/Credit products. Experience of IT auditing in an Investment Banking context (e.g. audits of automated business controls) would be beneficial.
  • Understanding of the relationship between IT risk, underlying business risk and related controls.
  • Experience of the local and regional regulatory environment related to Electronic Trading.
  • An innovative mindset and be able to develop ideas which are implemented and have a positive impact.