IT Quantitative Developer Asset Management
- Geneva, Geneve, Switzerland
- Permanent, Full time
- Michael Page
- 11 Dec 17 2017-12-11
This is a unique opportunity to join a nice Asset Management Company in Geneva as a Quantitative Developer with IT skills.
Our client is a well known Asset Management company in Geneva.
- The job:
Facilitate running trading models reliably, correctly and consistently
Improve and enhance risk and pnl systems
- Important tasks:
Develop/maintain infrastructure to run models reliably in production;
Facilitate low time to market of important model changes;
Advise modelling on good design practice, work to improve model code structure;
Review/monitor changes to the model code base to ensure reliability;
Build tools to empower researchers, e.g. for testing or running research on a compute grid and Development, primarily
in Java, Matlab and Python - also with limited C++.
The successful candidate:
Around 4-10 years relevant experience of developing large scale object orientated multi-threaded systems in Java or C++;
Experience using a statistical computing language - such as Matlab, Python with Numpy or R;
Basic SQL experience (simple queries, stored procedures);
Understanding of system performance optimisation (time complexity, profilers, memory layout, caching issues etc); and
Experience at a firm dealing in the financial markets. Would also consider social media/big data firm/ start-up experience etc..
A plus: SQL knowledge, Linux/Unix tools, prior use of grid computing tools AND cloud services such as AWS or Google Cloud and use of optimisation tools, such as Mosek.