- Permanent, Full time
- Anson McCade
- London, England, United Kingdom
- Highly competition
- Full time
Cash Equity Central Risk Quant Developer – VP/Director level
The Equity Quantitative Analysis team creates, implements and supports the models for the Equities Division. As part of the front office, the team supports the trading business in all quantitative aspects. The Equity Cash teams focus particularly on algorithmic trading, centralized risk management and analytics.
This opportunity is for a VP/Director level person to join the team and take the lead role in designing, overseeing and extending the architecture and development, build and testing platform across all Equities Cash Quant teams.
You will report to the global head of the Cash Quant Dev group. You will be a regional lead in the development process and architecture of the global Quant team as part of the strategic development of the Electronic Execution algorithmic platform, the Central Risk optimization platform and the Analytics platform. You will work with the others members of the Quant Dev and Quant teams to define the development process across all the Equity Cash Quant teams. You will play a key role in the enhancement of the build and testing infrastructure and will act as a key person to enforce development standards in the region with a particular emphasis on the Central Risk franchise.
This is a great opportunity to gain in depth exposure to a wide variety of algorithmic and central risk businesses, as well as to define strategy across a group of more than 40 quants globally.
- Strong background in computer science is required. Significant experience in key languages (Java, C++, Python, q/kdb) and exposure to the development and maintenance of complex software platform is vital. Experience with source management tools, continuous integration software and testing tools is also critical.
- An understanding of Equities markets and exposure to algorithmic trading and/or central risk optimization is an advantage however not a pre-requisite.
- At least seven years of experience in software development, architecture and testing is required with preference given to those with experience in an investment bank.
- Degree in computer science or a mathematical subject (Maths/Physics/Engineering etc).
- Passionate about software development.
- Keen interest in the financial markets.
- Keen interest in implementation of algos/models and the architecture of model libraries.
- Strong teamwork capability.