Python / C++ Developer
The Commodities Quartz Core team is responsible for the central components of the Commodities Quartz implementation, and has ownership of the main applications for Front Office pricing, risk management, market data management and trade booking.
Quartz is the strategic Global Markets risk and trading platform within the bank, written primarily in Python and C++ and based upon fundamental concepts of a proprietary global object database, distributed grid architecture, dependency-based evaluation, and scenario analysis covering everything from the domain modeling, risk valuation services to UI presentation.
We are a global team of ~10 members spread between London, Houston and New York, and is managed out of London. We work directly with the central core team that owns the Quartz platform, the Commodities quant team, and the individual desk on-boarding teams. The Commodities Core team work in a collaboration with these teams upon the primary deliveries into Commodities, building components that have cross-desk impact such as market data modeling, analytics integration, trade modeling, risk framework integration etc
Responsibilities
- Working collaboratively with desk-facing development teams upon primary incremental Front-Office deliveries
- Working directly with Quartz Core team upon strategic changes that will affect Commodities
- Working collaboratively with the Commodities quant team upon analytics integration, and quant Quartz deliveries
- Working with delivery management office and senior Commodities management to prioritise and communicate work
Requirements
- Strong technical background, with experience in incremental business-facing delivery
- Ability to communicate ideas and work collaboratively with other group
- Experience in facing-off to senior technologists
- Strong development skills
- Ability to design code solutions in an elegant and declarative style
Desirable
- Commodities business knowledge
- Derivatives pricing and risk knowledge
- Market risk knowledge
- WPF framework knowledge
- Python programming
- Parallel / grid programming
- Distributed architectures / conflict resolution
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