- Permanent, Full time
- Anson McCade
- London, England, United Kingdom
- Highly competitive
- Full time
Technology – Quantitative Development Analyst
Under the leadership of the recently joined Chief Technology Officer, our client is launching a multi-year project to redevelop and modernize the full technology stack, encompassing pricing and other analytics, risk management, market data and trade capture and reporting.
The project is currently in early planning, so new joiners will initially be required to work with, support and enhance the existing legacy system, giving opportunities to learn about the business and the business requirements, at the same time as participating in the design and prototyping of new tools.
- Working closely with the strats team, implement changes in the existing codebase that improves isolation between specific functionality and the core platform, to simplify subsequent migration efforts
- Prototype and explore ideas for new tools and analytics
- Participate in BAU support rota (shared across Strats and Technology), providing useful opportunities to interact with colleagues across diverse areas of the business
Be part of the team responsible for the major build-out of functionality on the new platform, including but not limited to:
- Trade modelling and pricing
- Market data processing
- Risk reporting (EOD and potentially intraday)
- Scenario analytics tools
In general, they are looking for smart, commercial, problem-solving-oriented, “get-things-done” candidates with a proven track record of delivering robust, high performance software and quantitative analyses and with either experience in financial markets or a keen interest to learn about them.
Skills and Experience:
- Advanced analytical skills (typically evidenced by a degree in maths, physics, computer science, engineering, etc.).
- A deep passion for technology and software development.
- Excellence in applied programming skills - Python, C, C++ or other major languages.
- A team player with excellent communication skills.
- Demonstrable, applied expertise in creating and validating pricing and/or risk models for use in a financial services organisation.
- Deep understanding of Fixed Income products and derivatives.
- A broad understanding of model risk, bringing new approaches and processes.
- Knowledge and experience in Athena, Quartz, Beacon or SecDB.
- Expertise programming in Python or Slang.