Required skills
C++, C, Python, Rust, Quant Library Design, Graph Computing, Real Time Analytics, Pricing, Risk,
Derivatives, Fixed Income.
You will join a team of experienced quants and developers embarking on the complete
redevelopment of the pricing analytics, risk management, market data, trade capture and reporting
applications.
You must have passion for delivering robust, high performance software and quantitative analytics, with either experience in financial markets or an interest to learn about them. You will design, develop and support highly reliable components across a range of technologies in a and fast-moving environment. A strong understanding of structured products, including payoff terms, pricing models, risk measures, PnL reporting and hedging considerations is advantageous.
Key Skills:
– Quantitative, computer science or engineering academic background
– At least 2 years of professional software engineering experience
– Programming skills in an OO or functional paradigm (Java/C++/Python/Scala/Haskell/Rust)
– Expertise in creating and validating pricing and/or risk models
– Library design and development (preferably on Athena, Quartz, Beacon or SecDB)
Quant Developer – Library Re-Write • London
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