CAREERS

We have an exciting opportunity for a Quant Developer to join the Quantitative Engineering team 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 bindings in Python, Excel, C# and Java. Its pricing stack utilizes AAD in everything it does ensuring accurate and fast risk is available automatically for all pricing paths

MAIN DUTIES/RESPONSIBILITIES OF THE ROLE:

Essential Responsibilities:

• As the technical expert on the new library, you will become integral to the design and build out.

• Work closely with the clients of the library, whether it be working with quants on model development, business users with applications that use the library, or working with IT clients on efficient interfacing with the library.

• As a C++ expert you will be expected to review pull requests from other quants and developers on the team, as well as be a source of expertise for less technical members of the team.

• Opportunities to work on quantitative projects and learn more about financial engineering.

• Build out the DevOps platform to include automatic build, test, documentation, and release processes.

WORK EXPERIENCE/BACKGROUND:
Essential

5+ years modern C++ (20 and up), experience optimising high performance C++, targeting both Windows and Linux platforms

2+ years Python or Java

Software lifecycle management (GitHub, Jira, etc)

Desirable
Experience with interest rate derivative pricing
Experience with swap and bond curve fitting.
Experience developing xll addins
Experience with Interfacing from Python, Excel, Java to C++ libraries.
AAD technologies