Vacancy detail

Quant Developer - C++/Java - AVP/VP level

£90,000 – £130,000 perfomance based bonus

Location: United Kingdom (London – London) Type: Permanent

Quant Developer - C++/Java - AVP/VP level

London based

Our client are looking for an experienced Quantitative Developer to join the team in London. The team develops and maintains the library that underpins their commitments to this initiative. This is a Global Markets-wide project to re-engineer the systems that use the division's 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. It is a core part of the firm's strategic commitment to improve risk and controls within Global Markets.

The members of the team are responsible for defining and implementing the standard interface, and supporting the associated language bindings.

Responsibilities:

  • 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 implementation by fixing bugs and improving performance;
  • increasing their test coverage;
  • improving their documentation;
  • helping the Quant teams complete and test their implementations of existing and new interfaces;
  • advising IT teams on how to use interfaces effectively to help them build systems on top of this;
  • participating in the release process for the library.

Requirements:

  • Experience of library development, preferably in a quantitative domain, is essential.
  • You must have a strong software development skill set. You must be technically proficient in at least C++ and Java.
  • You will be interacting with a diverse set of people over a wide range of disciplines; excellent communication and collaboration skills are essential.
  • At least 3 years of experience in a comparable Quantitative Developer role.
  • Bachelor's/University degree, Master's degree in a numerate subject preferred

Reference: AMC/JME/QD/CJ123

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