Data Developer

1 month ago


London, United Kingdom Quantile Group Full time

The former is needed so that Quantile can understand the margin, capital and market risk impact of proposing new trades to clients. Quantile has an event processing framework which initiates valuations in response to events such as clients uploading data and these systems need to be robust, scalable and always available. The libraries are written in python, leveraging open source libraries such as numpy and quantlib and use AWS services such as lambdas & ECS.
We are looking for a strong python developer who would like to learn more about derivatives to take a leading role in the design and construction of the systems and applications
Examples of recent projects include:
development of a risk engine application
Design & implement enhancements to the risk engine and valuation framework
Work with products teams to build new functionality (eg new products, new risk measures)
Write and improve unit test, regression tests
Production support of the risk and pricing systems (you will be on a support rota that will from time to time require out of hours support)
Participate in weekly build and release cycle (again you will be on a rota)
2 to 4 years professional experience as a Python Developer, working on data intensive numerical applications (E.g. Experience with the all stages of the software development lifecycle from product design, technical design, coding, testing, documentation, release into production and ongoing maintenance
~ Quantitative background (not essential to understand financial mathematics specifically)
~ Understanding of financial derivatives including valuation of vanilla derivatives, the role of clearing houses, differences between OTC & listed derivatives, margin, capital
Experience with AWS python SDK
Familiarity with unix command line


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