Credit Quant Developer
Brevan Howard Asset Management
Info about the team
The credit technology team supports the growing credit strategies business at Brevan Howard. We work closely with other teams to deliver technology solutions catered to the demands of the Credit business. Every day is different with our team delivering solutions ranging from Risk and P&L, to data analysis, to electronic trading.
As a key member of our development team, you will be responsible for designing, developing, and maintaining critical software components that support the credit business. This is an exciting opportunity to work in a dynamic and collaborative environment.
MAIN DUTIES/RESPONSIBILITIES OF THE ROLE:
Essential Responsibilities:
We are seeking a highly skilled and experienced Python Developer/DevOps engineer to join our team specializing in Credit.
Key Responsibilities:
- Collaborate with cross-functional teams to understand business requirements and translate them into technical solutions.
- Develop robust, scalable, and high-performance software components using Python and other technologies.
- Be willing to get their hands dirty on a wide variety of technical challenges.
- Implement algorithms and models for risk assessment, valuation, and trading strategies.
- Optimize existing codebase for performance, efficiency, and reliability.
- Conduct thorough testing and debugging to ensure the quality and stability of the software.
- Stay updated with industry trends and best practices in risk management, financial systems, and software development.
- Participate in code reviews, architectural discussions, and planning sessions.
WORK EXPERIENCE/BACKGROUND:
Essential
Experience developing production applications in Python and experience with Credit products.
Desirable
Experience working in financial services supporting a front-office/trading business.
TECHNICAL/BUSINESS SKILLS & KNOWLEDGE:
Essential
Experience developing production quality applications in Python.
Experience with credit securities and derivatives.
Experience with version control systems (git) and CI/CD pipelines.
Experience with linux.
Experience with object and/or relational databases e.g. Postgres or Mongo.
Desirable
Experience with market data and tick databases.
Experience with reference data
Experience with instrument pricing and/or risk using a quant library.
Experience with automated testing.
Experience with a wide variety of technical infrastructure such as Ansible, NginX, Docker, Kubernetes, Mongo.
Experience deploying solutions in AWS.
