Equity Derivatives Quant Analytics Developer
The role will enable taking leadership of some of the key projects being undertaken by Equity Quantitative Research, contributing to the development of the analytics library in collaboration with the front office, technology and various control groups
Core Responsibilities:
• Contribute to the Equity Group’s efforts to integrate Equity and Cash trading on a single platform
o Develop our backtesting infrastructure to enable seamless development and analysis of multi-level trading and hedging strategies, leveraging the large corpus of multi-level (from Tic Data to Derivatives’ Traders marks) historical data available to the Group. This is a substantial and ambitious project that will enable testing and analysis of sophisticated trading strategies leveraging signals from a large variety of sources
o Liaise globally with Front Office traders, Equity Derivatives QR, Linear QR and relevant technology groups to gather specifications and drive progress on the project
o Contribute to the design of the backtesting platform including market data sourcing, storage and representation, signals and strategies definition framework, etc.
• Contribute to the Development of the Equity Derivatives Analytics library
o As part of the Equity Derivative QR team, contribute to the development of the analytics library infrastructure and models, in particular within the expanding areas of Custom and Algorithmic Indexes
o Contribute to the development of q*, the strategic architecture for the Equity Derivatives risk system that is being jointly develop by QR and Technology and will enable merging Equity Derivatives systems into Athena the IB strategic unified risk platform
Essential skills, experience and qualifications:
• Strong software design skills
• Exceptional C++ development skills in a numerical (scientific) programming setting, including templates and the STL
• Good knowledge of Equity Derivatives models and relevant numerical methods
• Strong analytical and problem solving abilities
• Good communication
• Advanced degree, in a technical field from a top-tier institution: Computer Science, Mathematics, Engineering, Sciences
• Proven experience in leading and successfully delivering a challenging technical project, preferably within a major financial institution
Desirable skills, experience and qualifications:
• Previous experience on algorithmic equity trading strongly beneficial
• Python knowledge
Additional information:
This is a position for a desk aligned senior analytics developer. As such it requires a very good understanding of the relevant models and numerical methods on top of exceptional software design and development skills.
For further information please contact John Meadowcroft on 020 7780 6700 / 020 7025 0420, or alternatively via e-mail John.Meadowcroft@AnsonMcCade.Com
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