Senior Quantitative Developer

The Role

• Work directly with Quants, Administrators and Portfolio Managers in the front-office engineering organisation.
• Develop sophisticated quantitative derivatives numerical simulation models.
• Implement customisation investment frameworks.
• Deliver risk management solutions.
• Perform tuning exercises using efficient optimisation pipelines and scalable enterprise systems.

Our Technology

• Access to a breadth of tools and languages (C++ as well as .net) across the broad spectrum of trading systems and securities.
• Integration with leading enterprise initiatives, platforms, and related technological projects (including Bloomberg, Salesforce).
• Focus on high precision, quantitative analysis for areas such as HFT and ETL.

Working Here

• Culture that encourages creativity, innovation, open-mindedness, collaboration, and accountability.
• Collaborative environment with staff from across financial centres, trading markets and technologies.
• Commitment to diversity within teams.
• Encouragement of innovation-led business relationships and creative solutions.
• Expectation for teams to have passion to learn, explore individual contributions, and drive new development and innovation.

Technology and Business Skills

Essential

• Extensive programming experience in software development, engineering, and analytical work with a focus on quantitative development (C++/Python experience with Python and proficiency with related libraries: NumPy, SciPy, pandas).
• Experience developing large scale high-quality and stable systems, with an excellent track record in testing, validation and benchmarking.
• Excellent oral and written communication skills, with the ability and diplomacy to present complex problems and articulate solutions.
• Strong record in data science.
• 5+ years of experience in developing and maintaining large-scale, high-performance systems, including those with low-latency and distributed data pipeline components and back-end components.

Advantageous

• Experience in quantitative trading development with high-performance trading firms or institutional investors.
• Experience managing large-scale high-performance trading systems.
• Significant ability or aptitude for the development of complex, transactional distributed systems with low-latency architecture, such as real-time event processing systems, risk management, and portfolio control.
• Proficient with distributed computing technologies such as Spark, Hadoop, Kafka, Amazon EMR, distributed version control tools, multi-threaded applications, and microservices.
• Working knowledge of financial markets and instruments.
• Experience with high-performance system engineering, such as Unix, Linux, Windows, MacOS, etc.

Personal Attributes

• Ability to work effectively in fast-paced teams with high visibility to stakeholders (ability to think 'on your feet', handle change and thrive).
• Mentally tough with a healthy appetite towards innovation (resilience).
• High intellectual attitude with agility and open-mindedness to understanding problems and collaborating on complex topics.
• Analytical ability to identify and implement technical solutions efficiently.
• Strong eye for detail, self-starting, persistent.
• Ability to communicate and interact with diverse personalities, capable of expressing complex ideas to technical and non-technical stakeholders, explaining challenges and ensuring these are understood.
• Strong work ethic, adaptable, flexible, fast paced, and able to maintain performance under pressure.
• Proactive self-starter with good attention and problem solving skills.