An exciting opportunity has come up in our team!
We are looking for Analytics Developer!
This team is the backbone C++ analytics library, developed within the other group for the valuation of Flow Rates products. It is used by a wide range of booking, pricing and risk systems across the sector. The main project team covers the regular BAU activity as well as the team's participation in any projects without dedicated funding for work related to our library, and provides a key channel to delivering the latest research developments to a large existing user base.
As a consequence of the ongoing strategic re-orientation we have identified the need to enhance our existing Test Platform in order to improve the deliveries especially for our high priority clients. The initial aim for candidates in this new position will be design and implement a new Test Platform, in close cooperation with the London-based part of the team as well as quants located both in London and Lisbon.
- Therefore this role will involve working very closely with the other team members in London, as well as FRG and other Quant Research teams, most of whom are located either in London or Lisbon.
- Good programming skills as well as an understanding of Flow Rates products and their risk are vital.
- Equally important is however the ability to communicate in an effective manner with other quants, developers and testers, and to build a good relationship with existing teams who operate in complimentary roles.
What do I need to bring?
Core Technical Skills:
- Programming languages : C++(Mandatory) and Python (seeing a big rise in client use, increasingly the preferred choice for new tests, and most likely to be the core of a new Test Platform);
- Excellent analytical and problem solving skills, ideally with math’s background;
- Familiarity with Microsoft Windows as an environment, and Excel as the historically dominant RAD tool;
- Technology driven with good understanding of modern software development ideally with experience in the industrialized, scalable testing of mission-critical applications (using e.g. automation tools and container technology);
- Previous experience on testing and test automation.
Core Business Skills:
- Some working knowledge of flow rates products and a basic interest in quantitative finance is expected;
- Any past experience working with large scale quantitative library (Risk, Pricing, P&L Explain) would be a bonus.
What will be valued?
What can Syone offer me?