Python & C++ Model Library Engineer

2 days ago


London, Greater London, United Kingdom caia - Jobboard Full time
Technical Requirements

This Senior Credit Risk Application Developer position requires a strong background in programming using Python and C++. Experience developing software for Windows and Linux is also essential. Good command of scripting using UNIX Shell (ksh, bash, etc) and proficiency with version control software like Git, TortoiseSVN are also required.

Responsibilities

The successful candidate will be responsible for:

  • Development and maintenance of in-house Python and C++ model libraries
  • Identifying and developing calculation optimization improvements
  • Working with Front Office teams to integrate quant library/technology enhancements into the codebase
  • Supporting the build, testing and release management of the credit risk application
  • Work on Regulatory and Governance based projects across a range of the asset classes
  • Providing regular development updates to stakeholders
  • Performing data analysis and producing regular reports

We estimate the salary for this position to be around $160,000 - $220,000 per year, depending on location and experience.

Qualifications:

  • Degree educated with Master's degree (PhD preferred) or equivalent in computer science, mathematics, engineering or physics or relevant experience operating in a similar role
  • Excellent verbal and written English
  • Ability to follow procedures and operate within strict guidelines

Benefits:

  • 27 days annual leave (plus bank holidays)
  • A discretional annual performance related bonus
  • Private Medical Care & Life Insurance
  • Employee Assistance Program
  • Pension Plan
  • Paid Parental Leave
  • Special discounts for employees, family, and friends
  • Access to an array of learning and development resources


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