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Our client is a Global Investment Bank that is investing significantly in its Front Office team, the team is responsible for the technology used in electronic trading and data science across rates, FX, and credit.
As a Quant Developer you will be involved in designing and developing reusable frameworks that will be used for market analytics, execution strategies, modelling, pricing, hedging, and pre/post trade analytics.
Designing frameworks and development functionality for trading algo's
Implementation, testing, and productionisation
Tuning and optimising systems
Analysing and improving algo performance
Providing support and resolving issues
Code reviews, modelling, and testing
Working closely with a number of front office teams and directly with clients
To be successful in this role you will need:
Highly desirable is deep and extensive experience of Java development (alternatively C# or C++ in a shared codebase)
Knowledge of low latency and event driven programming (desirable)
Knowledge of python, R, or kdb (desirable)
Prior experience with algorithms or e-trading business logic
PhD or Masters (MSc) in a quantitative mathematical, or scientific discipline
In return you will receive £100-150k, benefits, and front office bonuses.