Commodities Quant Developer (Python/C++) Commodities Quant Developer (Python/C++) …

Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 25 Nov 20
GBP60000 - GBP90000 per annum + perfomance based bonus
Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 25 Nov 20
GBP60000 - GBP90000 per annum + perfomance based bonus
Junior quant developer for a top tier bank to work on a Python focused project that needs to be done in the first year but afterwards it will be a sort of "jack of all trades" QD working on tools for the quants. Both C++ and Python are required.

Commodities Quant Developer (Python/C++) - Assoc Level

London based

This role is focused on the Quant Development (QD) side of the Commodities Quant team. The QDs in this team focus on tools, library architecture, testing and releases in addition to any development work with some focus on mathematical modeling. Many of the tools and framework development will be shared by other asset classes so a collaborative focus is essential.

Python focused project that needs to be done in the first year, but afterwards it will be a sort of jack of all trades QD working on tools for the quants.

Responsibilities:

  • Working as part of a team as well as on an individual basis
  • Testing and reporting framework development including tools
  • Library development on Windows and Linux
  • Library re-architecting (under direction) including analytical code
  • Library extensions and enhancements as dictated by the trading desks
  • Liaising with quant groups in other asset classes
  • Communication across all asset classes, IT and the trading desks
  • Technical and design support for Quants and library users

Requirements:

  • From 0 to 2/3 years of experience, strong graduates will also be considered but ideally some relevant work experience required.
  • Strong Python and C++.
  • Good relevant degree (E.g. Computer Science, Maths, Engineering, Physics).
  • Ability to focus on major projects, and deliver promptly, whilst juggling the day to day requirements that come up.
  • Ability to clearly communicate progress and importance of projects to non-technical clients of the Library.
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