• Permanent, Full time
  • Anson McCade
  • 17 Apr 18
  • London, England, United Kingdom
  • Competitive
  • Full time

Software Engineer (London)

My client is a multi-billion, market leading, quantitative hedge fund. Global Fixed Income is one of their major business areas within their firm with a majority of their strategies covering the US, European and Sterling markets. They currently deploy capital in the interest rates and currency markets with a focus on liquid products including government bonds, futures, interest rate swaps and options. Each portfolio manager in Global Rates has a disciplined approach to a specific domain, and the team jointly identifies potential investments across these products and regions through a collaborative investment process.

 

Software Engineer (London)

 

 

My client is a multi-billion, market leading, quantitative hedge fund. Global Fixed Income is one of their major business areas within their firm with a majority of their strategies covering the US, European and Sterling markets. They currently deploy capital in the interest rates and currency markets with a focus on liquid products including government bonds, futures, interest rate swaps and options. Each portfolio manager in Global Rates has a disciplined approach to a specific domain, and the team jointly identifies potential investments across these products and regions through a collaborative investment process.

 

Role:

 

You will be part of the Global Fixed Income Software Engineering team, which is responsible for development of the Global Fixed Income data solutions, trading and risk systems, and the integration of our models/analytics, market data, scenarios and trades / positions into the system.

 

You will initially spend time on projects that give the opportunity to gain familiarity with Global Fixed Income technology and tools, including splitting and refactoring the existing codebase to support two separate research and trading groups. Following this initial period, the focus will be on core technology that supports the Global Fixed Income and Macro Strategies codebases.

 

Responsibilities:

 

  • You will be primarily involved with development of platforms, tools and infrastructure for real-time trading, risk management and data systems for proprietary trading in global fixed income
  • Additional responsibilities may include:
  • Profiling and optimization / refactoring / modernization of existing systems
  • Building software libraries with emphasis on shared infrastructure used by multiple teams
  • Creating developer tooling and infrastructure solutions with a focus on efficiency and code quality
  • Technical design and end-to-end implementation of new core systems
  • Integrating new projects into a build system that targets Linux and Windows

 

Skills:

  • Demonstrable proficiency and significant experience in programming and problem solving in C++ on Linux and Windows, with solid Python experience
  • A good software engineer, who believes in engineering solutions, and recognizes in advance where engineering will pay off versus short cut
  • Outstanding analysis / problem solving skills and excellent communication and teamwork skills
  • Intellectual curiosity. A strong desire and aptitude to learn and share ideas and knowledge with colleagues
  • Self starter who is comfortable interfacing with a diverse set of people (Traders, Quants, Trading Assistants, etc.)
  • Ability to manage multiple tasks in a demanding and changing environment
  • Technical education should include an Undergraduate or Advanced STEM Degree

Additional skills:

 

  • Practical experience with the CMake build system
  • Experience with building clean library abstractions and APIs targeting Windows and Linux platforms
  • Experience working with libraries and utilities for logging, serialization, metrics capture and inter-process communication
  • Experience with Boost, Python or similar C++/Python binding

 

 

If interested please send your CV to Amita.Patel@AnsonMcCade.com or call 020 7780 6700 for more information.

London, England, United Kingdom London England GB