Quantitative Developer

1 week ago

London, Greater London, United Kingdom BlueCrest Capital Management Full time
Job Title: Quantitative Developer - Commodities Desk

Location: London

Department: Technology

Job Type: Permanent

Department Overview:

The Quantitative Research team is responsible for maintaining and enhancing quantitative analytics libraries, as well as maintaining the curve and vol surface calibration frameworks that underpin all the pricing and risk tools used at BlueCrest Capital Management. The team sits within the Front office technology group, which also contains Desk RAD developers and Risk and Data Technology teams.

Role Requirements:

The primary focus of this role is to collaborate with commodities traders and meet any of their pricing, risk, and market analysis tool requirements. These requirements may vary from implementing regression analysis tools to supporting and enhancing existing trading sheets and Python tools.

The role will require strong mathematical and programming skills, with the core analytics libraries being written in C#, C++, and Python. The successful candidate will be able to implement clean, robust solutions in these core libraries and work collaboratively as part of a larger group-wide development team.

A pragmatic approach must be taken at all times; key factors are time to market, fit for purpose, and code reusability. The traders and analysts prefer Python and Excel front ends, hence there is a lean towards this technology, but these front ends are generally underpinned by C# quant library add-ins and database technologies such as MSSQL and Mongo.

This is an excellent opportunity for a delivery-focused individual with solid quantitative research and/or front office development experience to work directly with the trading desk without any bureaucracy or politics.

This role focuses on commodities desk requirements, but BlueCrest trades all asset classes, so the role offers a unique opportunity to expand exposure to all asset classes and learn from some of the best traders in the world.

You must be able to gather requirements and work closely with the other London teams to get enhancements delivered into the core systems, as well as review code changes to the core libraries before these are released globally.

Experience Required:
  • At least 5 years of C# quantitative development experience in the financial industry.
  • Python experience in a front office environment; Python web and data visualization libraries (Dash, Panel, Plotly, etc.) are preferred.
  • Commodities experience (understanding of the exchange and OTC contracts in gas, power, oil and products, argis, bulks, freight) is preferred.
  • Experience in C++ is preferred.

BlueCrest Capital Management is committed to providing an inclusive environment for its workforce. As an employer, we provide equal opportunities to all people regardless of their gender, marital or civil partnership status, race, religion or ethnicity, disability, age, sexual orientation, or nationality.

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