Quantitative Developers – IB Front Office

London, England, United Kingdom

 

Our client is a Global Investment Bank that is investing significantly in its Front Office team, the team is responsible for the technology used in electronic trading and data science across rates, FX, and credit.

 

As a Quant Developer you will be involved in designing and developing reusable frameworks that will be used for market analytics, execution strategies, modelling, pricing, hedging, and pre/post trade analytics.

 

Responsibilities

 

  • Designing frameworks and development functionality for trading algo’s
  • Implementation, testing, and productionisation
  • Tuning and optimising systems
  • Analysing and improving algo performance
  • Calibrating parameters
  • Providing support and resolving issues
  • Code reviews, modelling, and testing
  • Working closely with a number of front office teams and directly with clients

 

To be successful in this role you will need:

 

  • Highly desirable is deep and extensive experience of Java development (alternatively C# or C++ in a shared codebase)
  • Knowledge of low latency and event driven programming (desirable)
  • Knowledge of python, R, or kdb (desirable)
  • Prior experience with algorithms or e-trading business logic
  • PhD or Masters (MSc) in a quantitative mathematical, or scientific discipline

 

In return you will receive £100-150k, benefits, and front office bonuses.