Quantitative Developer - Rates
Brevan Howard Asset Management
The Team:
The Quantitative Development team partners with portfolio managers and trading teams to provide technology and data-analysis consultancy and development, and is continuing to grow to better support further business expansion.
MAIN DUTIES/RESPONSIBILITIES OF THE ROLE:
Build strategic pricing and data analysis tools/systems to be used by multiple trading teams and strategists
Partner with portfolio managers and strategists to drive enhancements in research and production systems
Provide ad-hoc development and data analysis to further improve the investment management process
TECHINICAL/BUSINESS SKILLS & KNOWLEDGE:
Essential:
Excellent programming skills in Python
Experience programming in C+, Java or C#
Strong understanding of data structures
Comfortable with NoSQL/relational databases
Strong interpersonal and teamwork skills
Desirable:
Exposure to Numpy, Pandas and Jupyter
Comfortable building resilient ETL pipelines
Experience using front-office pricing libraries
Fixed income product and pricing knowledge
Exposure to systematic trading strategies