Analytic Libraries Quant Developer recruitment
Portfolio Analytics, Fixed income, Commodities Equities
Top-tier Investment Bank
This is an expanding the team which manages both the development of the library and its delivery to users. This is a key position in the delivery of analytics to the Trading desks, where time to market, accuracy and reusability of code are vital.
RESPONSIBILITIES:
- Maintain and enhance the build environment toolset (compilers, makefiles, scripts, etc) across all platforms
- Assist library users developers in setting up their environments and local builds (sandboxes) or using various versions of the libraries
- Work with the Quants to support risk analytics development
- Provide technical expertise to both Quant IT teams for diagnosing problems
- Refactor code where necessary to improve efficiency and generalise usage. Identify potential components and perform necessary steps to make these available to all library users
- Identify redundant code and retire where possible
- Propose and implement mechanisms for core components and common mechanism (e.g. Threading)
- Review the Excel addin delivery mechanism
- Review the interoperability framework and external interface interactions between Libraries and technology applications
- Integration of the market data delivery mechanism into the libraries
- Provide technical assistance to !Quants clients in using the analytics library
ESSENTIAL SKILLS EXPERIENCE:
- Excellent, up-to-date C++ cross platform programming skills (Standard C++, STL, templates)
- Excellent of PC, Unix or Linux web skills
- Experience of library design in a similar role elsewhere, either at another bank or in a software house
- Highly numerate background (minimum of a good BSc / BA)
- Strong software engineering skills
- Excellent communication and interpersonal skills
- Knowledge experience of FI, Equity and/or Commodity derivatives and risk/portfolio analytics an advantage
December 1, 2011
• Tags: Analytic Libraries Quant Developer recruitment, Information Technology careers in the UK • Posted in: Financial