Front Office Quant Developer, Libraries Platform (VP), London
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!
- 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.