Quant Analyst/ Developer

  • Competitive
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • BGC Partners
  • 14 Jun 18 2018-06-14

Kalahari is a developer of real-time calculation software for the financial markets. We are part of the leading global brokerage company BGC Partners Inc. who service the financial and real estate markets. Kalahari’s proven and reliable technology has been supporting some of the largest global financial services companies for almost 30 years.. Due to increasing demand for systems to price and publish FX and Interest Rate derivatives, we are expanding the team working on our flagship financial modelling platform.

About the job

  • Working in a small specialist team based in Woking you will report directly to the Director – Financial Products and have responsibility for developing fast and accurate real-time analytics in an informal and dynamic environment.
  • You will have responsibility for designing and developing algorithms, and implementing them in C++.
  • You will prepare test data, and use it as the basis for building automated tests.
  • You will develop a close understanding of relevant markets and their conventions to ensure our pricing tools continue to reflect current market practice, while remaining theoretically grounded.
  • You will maintain clear written documentation of the algorithms you develop, for our own support staff, and external customers alike, and you will assist the support team in troubleshooting and diagnosing customer issues when needed.
  • You will keep up-to-date with wider developments in quantitative finance, with the ability to influence the technologies and approaches we use.
  • This is a superb opportunity to expand your skills as part of a growing team.

About you

  • You have a minimum 2 years' experience developing in C++, and 3-4 years' relevant market experience.
  • You combine a rigorous theoretically-based approach with the pragmatism to get things done.
  • You are naturally inquisitive, with a strong desire to keep learning.
  • You have good written and verbal communication skills, and are comfortable interacting directly with traders and end-users.
  • You have experience of version control and issue tracking tools, TFS, Git, Jira etc.
  • You should have a strong academic background in a mathematical, scientific or technical discipline, demonstrating logical thinking and attention to detail.