Our client is looking for a junior quantitative developer to join the London part of the front office team to work on a cross asset initiative.
This project is to re-engineer the systems that use the front office Quant libraries to compute risk, PAA, xVA, perform stress testing, etc., by building on top of a standardised set of asset-class agnostic interfaces to the Quant libraries.
Working in collaboration with the Quant teams and IT partners in Front-Office and Risk Technology to define new asset-class agnostic interfaces for interacting with the Quant libraries;
Refining existing interfaces as requirements evolve;
Enhancing the existing library implementation by fixing bugs and improving performance;
Increasing test coverage;
Helping the Quant teams complete and test their implementations of existing and new interfaces;
Advising IT teams on how to use the interfaces effectively to help them build systems on top of the interface
Experience of Quant library development is essential. As this role is cross-asset, Quant Dev experience across more than one asset-class would be beneficial.
2-5 years of experience in a comparable Quantitative Developer role including knowledge of Quant library design in at least one asset-class
Must have technical/programming skills: C++, Python, and knowledge of software design best practices
Consistently demonstrates clear and concise written and verbal communication skills
Bachelor's/University degree, Master's degree in a numerate subject preferred