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

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:

• 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