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VP Quantitative Developer

London, United Kingdom, £ £ - Annual Annual, Permanent

Description:

We\'re looking for a candidate to fill this position in an exciting company.

  • Develop analytics libraries used for pricing and risk-management
  • Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ including STL, C#, .NET, Java, object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/ programming and statistics and probability
  • Collaborate closely with Traders and technology professionals.
  • Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure
  • Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
  • Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm\'s reputation.
  • Be familiar with and adhere to the company\'s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same
  • Adhere to all policies and procedures as defined by your role which will be communicated to you
  • Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe
  • Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm\'s reputation and safeguarding the company group, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.
  • Support the architecture choices, build, testing and release of analytics functionality including dev-ops processes to streamline and automate these processes.
  • Qualifications:
  • 6-10 years of experience in a comparable quantitative development, ideally in the financial sector with some experience with testing and releasing libraries
  • Must have technical/programming skills; Java, KDB, Python and C++ Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles
  • Must also possess any level of product knowledge, Investments and Quantitative Methods
  • Consistently demonstrates clear and concise written and verbal communication skills
  • Education:
  • Bachelor\'s/University degree, Master\'s degree preferred

Job Details

943156148
Not Specified
London, United Kingdom
Permanent
£ £ - Annual Annual