Front Office Quant Developer, Libraries Platform (VP), London

London
Ref: QDLP-0704
To £140k + Front Office Bonus
Top-tier Investment Bank
C++ & Python, Strats Team, Analytics Libraries Platform Engineering

The platform engineering team at this top-tier investment bank, provides best-in-class applications and libraries for risk analysis and live pricing tools as well as e-Trading flow analytics. We now seek a Quant Developer to build out the global analytics library infrastructure and work with Quant Research on integration issues. Great opportunity to join a front office strat team at this top-tier investment bank!

KEY RESPONSIBILITIES:

  • Assist the Platform Engineering team to develop & support the new pricing, risk and P&L system
  • Develop the infrastructure of the global analytics library and help the Quants with complex integration issues.
  • Develop solutions to improve integration of the application stack with the various functions across Group Analytics
  • Enhance in house tools to deploy the library to Spreadsheet users and Risk and PnL systems
  • Improving the continuous test and integration environment to support the analytics developers.
  • Support the Web tools analytics group development team

KEY SKILLS & EXPERIENCE:

  • Strong computing and programming skills in either C++ or Python to develop applications for use in a high pressure production environment
  • Solid experience of infrastructure and database technologies such as MySQL, Oracle, Redis, Reuters Market Data System
  • Strong C++ to build Quant Library infrastructure components 
  • Programming in Python and familiarity with csh, bash when necessary
  • Great communication skills to work in a dynamic, front office trading environment 
  • Educated to at least BSc or equivalent work experience (an MSc/PhD in Comp Sci, Engineering, Physics beneficial)

EXPERIENCE OF SEVERAL OF THE FOLLOWING A PLUS:

  • Interfacing C++ with Python, Java or c#
  • Web development such as MySQL, PHP, etc.
  • SDLC tools such as Git, Bitbucket and TeamCity.
  • JIRA, Valgrind, Cachegrind
  • Visual Studio development environment.
  • Sybase client library.