Info about the team
The successful applicant will join the Quantitative Analysis team as the Engineering lead responsible for building out the next-generation of analytics using the latest languages and quantitative techniques. The library is a cross-asset library written in modern C++ with auto-generated bindings in Python, Excel, C# and Java. Its pricing stack uses AAD ensuring accurate and fast risk is available automatically.
MAIN DUTIES / RESPONSIBILITIES OF THE ROLE :
- Lead Engineer / Senior Quantitative Analyst
- Responsible for building out the new cross asset quantitative analytics library
- Design and build the library, working closely with Technology to ensure seamless integration into their systems, in both Windows and Linux.
- Be comfortable communicating with and developing alongside the library clients - Portfolio managers, Strategists and the wider Risk team. Assist with gathering business requirements and working with the IT and DevOps teams to assist with delivery
- Review the code from other quants on the team, with a focus on good design and implementation.
- Contribute to other tasks within the team, for instance writing APIs and tools in Python and C# leveraging the library analytics
- Hands-on development and testing
WORK EXPERIENCE / BACKGROUND :
Essential
7+ years in a similar role as a C++ engineer2-5 years modern C++ (20 and up), with some experience in optimising high-performance libraries2+ years Linux2+ years C#Software lifecycle management (GitHub, Jira, etc)Strong experience and appreciation of CI / CD implementationDesirable
Experience in linear rates2+ years Python or JavaVectorisation and AAD technologiesJ-18808-Ljbffr