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Quantitative Developer for Front Office Risk Engine

2 months ago

London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time

Role Overview

Our client, a leading global Investment Bank, seeks an experienced Quantitative Developer to help develop their Front Office strategic risk engine and integrate end-of-day, intraday and pricing systems as they replace the legacy valuation engine across asset classes.

You will work on designing and building core technological components of the new strategic risk engine and interface for the Quant Libraries, as well as developing tools and techniques that assist with the Risk Engine onboarding.

Key Responsibilities

  • Design and build core technological components of the new strategic risk engine and interface for the Quant Libraries.
  • Develop tools and techniques that assist with the Risk Engine onboarding.
  • Design and support the trading-facing front end framework for delivery of Tools for traders.
  • Work with Front Office Quants & Technology on the evolution of the tech stack and the desktop environment.
  • Interact successfully with (depending on project): Trading desks, Risk functions, Quant teams & Technology & Model Validation.

Requirements

  • Minimum 4 years cross-platform / cross-technology development (Java/C++/C#/Python, Windows/Linux).
  • Creating and hosting web applications based on common frameworks (Jupyter Notebook, Dask, etc.).
  • Excellent presentation & interpersonal skills, & able to run multiple projects.
  • Masters in Maths, Computer Science, Engineering.
  • Experience working with cloud, preferably AWS.