Quantitative Engineer

Location: London, United Kingdom   Sectors   

The fund is looking for a Quant Engineer to join a multi-year project with the intention of redeveloping and modernizing the full technology stack, encompassing pricing and other analytics, risk management, market data and trade capture and reporting.

Under the CTO's leadership, phase one of the project has been successfully completed, and the team is now ready to move into phase two, which will involve multiple and varied projects.

Responsibilities:

  • Be part of the team responsible for the major build-out of functionality on the new platform, using a combination of Python and multi-paradigm languages.
  • Project including but not limited to:
    1. Trade modelling and pricing.
    2. Market data processing.
    3. Risk reporting.
    4. Scenario analytics tools.
    5. Dev Ops / platform engineering.

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, C++ or other major languages.
  • 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 to the firm.
  • Python programming experience.
  • Multi-paradigm programming experience.
  • A track record of contributions to an open source project.
  • Linux/Unix experience.
  • Microsoft Windows experience.
  • Cloud computing experience.