This role is focused on the Quant Development (QD) side of the Rates Quant team. The QDs in this team focus on tools, library architecture, testing and releases in addition to any development work with some focus on mathematical modeling. Many of the tools and framework development will be shared by other asset classes so a collaborative focus is essential.
Working as part of a team as well as on an individual basis
Testing and reporting framework development including tools
Library development on Windows and Linux
Library re-architecting (under direction) including analytical code
Library extensions and enhancements as dictated by the trading desks
Liaising with quant groups in other asset classes
Communication across all asset classes, IT and the trading desks
This is a great opportunity to contribute to the development and refactoring of a C++ Rates analytics library and to support the business to help meet regulatory objectives.
You will have exposure to analytics and users across IT, Risk, Structuring and Trading.
At least 3 years' experience in a similar technical role. Ideally with rates knowledge.
Strong Python and C++ essential.
Good relevant degree (E.g. Computer Science, Maths, Engineering, Physics).
Ability to focus on major projects, and deliver promptly, whilst juggling the day to day requirements that come up.
Ability to clearly communicate progress and importance of projects to non-technical clients of the Library.