Manager Quant Risk Development Manager Quant Risk Development …

CME
in London, United Kingdom
Permanent, Full time
Last application, 21 Oct 21
Competitive
CME
in London, United Kingdom
Permanent, Full time
Last application, 21 Oct 21
Competitive
Manager Quant Risk Development
Description
CME Group is the world's leading and most diverse derivatives marketplace. But who we are goes deeper than that. Here, you can impact markets worldwide. Transform industries. And build a career shaping tomorrow. We invest in your success and you own it, all while working alongside a team of leading experts who inspire you in ways big and small. Joining our company gives you the opportunity to make a difference in global financial markets every day, whether you work on our industry-leading technology and risk management services, our benchmark products or in a corporate services area that helps us serve our customers better. We’re small enough for you and your contributions to be known. But big enough for your ideas to make an impact. The pace is dynamic, the work is unlike any other firm in the business, and the possibilities are endless. Problem solvers, difference makers, trailblazers. Those are our people. And we're looking for more.

To learn more about what a career at CME Group can offer you, visit us at www.wherefuturesaremade.com .

Principle Accountabilities:
• Code development of new quantitative risk models within the CME C++ production risk library
(based on mathematical specifications and research code)
• Writing unit and functional test cases and obtaining test data from systems or other groups
• Work with the QA teams to ensure correctness not only within the risk library itself but also the
integration into the wider system infrastructure (e.g. data integrity, correct usage)
• Work with IT teams to help bring the code into production
• Agreeing on time lines, milestones, interfaces, required data, format, and providing
documentation and usage assistance
• Lead or manage junior quantitative developers and mentor/develop skills among junior quant
developers
• Responsible for code reviews, design discussions and documentation
• Collaborate with offshore development teams and coordinate projects to guarantee a timely
delivery
Skills and Software Requirements:
• Possession of good analytical, mathematical, and problem solving skills, with good
quantitative skills being a plus
• Ability to read and understand mathematical and algorithmic specifications
• Excellent knowledge of C++ and 4+ years of experience
• Good knowledge of Java and/or C#
• Working knowledge of versioning systems (e.g. git) and development environments (e.g.
Visual Studio, Eclipse)
• System experience with Linux/Unix environments, databases, Latex documentation system is
a plus
• Ability to manage or lead junior developers (onshore and offshore) and to collaborate with
other teams (onshore and offshore)
• Good presentation/writing skills on code documentation, white papers, etc. as well as strong
oral and written communication skills

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