Description:
This is a rare chance to work with and learn from a team of extremely highly regarded, experienced and friendly software engineers. Every employee here has the opportunity to make a real impact to the business. The engineering team are open to new technologies and creative ideas.
Responsibilities:
- Be part of the team responsible for the major build-out of functionality on the new platform, using a combination of Rust and Python
- Project including but not limited to:
- Trade modelling and pricing
- Market data processing
- Risk reporting
- Scenario analytics tools
- Dev Ops / platform engineering
- Participate in BAU support rota (shared across Strats and Technology), providing useful opportunities to interact with colleagues across diverse areas of the business
In general, my client is looking for smart, commercial, problem-solving-oriented, "get-things-done" candidates with a proven track record of delivering robust, high performance software and quantitative analyses and with either experience in financial markets or a keen interest to learn about them.
Skills & Experience
Required:
- Advanced analytical skills (typically evidenced by a degree in maths, physics, computer science, engineering, etc.)
- A deep passion for technology and software development
- Excellence in applied programming skills - Python, Rust, C++ or other major languages (experience with the proprietary "securities language" Slang is not expected - but the role may involve some Slang development)
- A team player with excellent communication skills
Desirable:
- Demonstrable, applied expertise in creating and validating pricing and/or risk models for use in a financial services organisation.
- Understanding of Fixed Income products and derivatives.
- A broad understanding of model risk, bringing new approaches and processes.
- Python programming experience
- Rust programming experience
- A track record of contributions to an open source project
- Linux/Unix experience
- Microsoft Windows experience
- Cloud computing experience