Solutions Quant Developer

4 weeks ago


London, UK, United Kingdom Legal & General Full time
Company Description

The world of investment is changing. Our vision at Legal & General Investment Management is to create a better, more sustainable future through responsible investing. We work in partnership with our clients around the globe to deliver positive long-term outcomes, while rising to the challenges of a rapidly changing world. Our clients include institutional pension funds, financial institutions, local authorities and sovereign wealth funds. To meet our clients' complex and evolving investment needs, our investment strategies cover a broad array of asset classes and styles, including equities, bonds, property and alternatives, as well as multi-asset funds. We're focused on continuously innovating our investment products, maintaining our reputation as experts across all asset classes, and striving to build a more responsible and sustainable future

Job Description

We are currently conducting a mostly greenfield rebuild of the core pricing engine that supports all management activities for c£500bn AUM. This is a great chance for a Junior Developer to move into a more quantitative front office focused role.

The systems we're building are performant, scalable, low latency and highly available. We are facing plenty of interesting engineering challenges and we're looking for people who enjoy tackling those challenges head-on like we do

Our core stack uses a combination of microservices and serverless functions, with redis and postgres for data storage. The system is primarily built in C#/.NET, but there are opportunities to use other languages and frameworks where appropriate - for example Python for parts of the data processing and Rust for individual modules where performance is imperative. We believe in using the best technology for the problem.

We care about excellent developer experience and have great DevOps and automation enabling our team to operate at an elite level on the DORA metrics. We practice continuous delivery of our systems to Openshift and AWS. We care about code quality and good engineering practices and we tackle technical debt when needed to ensure our projects are always easy to work on and change

What you'll be doing
  • Work as part of core development team building quantitative risk engine that underpins the LGIM Solutions team funds
  • Work with the Quantitative Analyst and Portfolio Management team to deliver robust and easily accessible analysis of all Solutions Portfolios under management
  • Model the risks of using different asset strategies in fixed income and, where appropriate other, asset classes, to match pension scheme and insurance company liabilities
  • Development of the infrastructure, services and architecture that support and provide pricing, risk and analytic tools for derivatives and derivative strategies for the Solutions tech platform
  • Support new product developments, ensure relevant instruments are priced and analysed in line with market conventions and methods and can be reported on appropriately
  • To include evaluating actual and potential collateral use where products are collateralised or margined
  • Ensure that any actions taken with respect to managing client portfolios are in accordance with LGIM's Treating Customers Fairly policy
Qualifications
  • You'll have a good understanding and demonstrate some experience in both software engineering and the mathematics of finance
  • You care about building good, resilient, well-engineered software
  • Excellent C# / .NET skills
  • Mathematical / finance knowledge
  • Extraordinary problem solving abilities
Desirable
  • An understanding of automated software testing: unit testing, automated integration testing, approval testing, test-driven development
  • An understanding of good software design - SOLID principles, design patterns, domain-driven design, clean architecture and how to design good microservices interfaces.
  • Demonstrate data skills - knowledge of SQL, data structures and data processing. An understanding of how to design and structure performant and reliable relational databases
  • Knowledge of how to build exceptionally performant, scalable systems. You will understand how to get the best performance out of systems at every level from the macro to the micro.
  • The desire to collaborate with other excellent quants and software engineers face-to-face - with at least 2-3 days each week in our central London office
  • The ability to communicate deep technical and mathematical concepts succinctly and clearly to a wide audience
  • Experience and knowledge of designing and building similar systems and overcoming the challenges faced
  • An understanding of build automation; static code analysis tools, security testing tools, CI systems
  • A broad knowledge of how systems work and scale in the cloud: how to best design and architect systems that operate across dozens or hundreds of separate instances.
  • Strong skills in at least one programming language outside of C# / .NET: e.g. F#, C++, Rust, Python, etc
Additional Information

Legal & General is a leading financial services organisation, named Britain's Most Admired Company in 2023, for the second year running. Rated top in our sector and top for inspirational leadership, we have a strong heritage and an exciting future.

We're one of the world's largest asset managers, homebuilders, pension providers and insurers.Connecting to form a unique business model which drives value for our customers and society. And enabling our people to create impact through work that is meaningful and valued.

If you join us, you'll be part of a welcoming, inclusive culture, with opportunities to collaborate with people of diverse backgrounds, views, and experiences. Guided by leaders with integrity who care about your future and wellbeing. Empowered through initiatives which support people to develop their careers and excel.

We strive to be open, mindful, and inclusive, so are always willing to discussing flexible working arrangements and reasonable accommodations for candidates with specific needs. It doesn't matter if you don't meet every single criterion in this advert. Instead, think about what you excel at and what else you can bring in terms of strengths, potential and connection to our purpose.

If you're open to find out more, we'd love to hear from you.


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