Risk Analytics Developer position for Quantitative Research recruitment
The development and maintenance of risk analytics engines pose a wide arena of interesting computational, algorithmic and analytics challenges and as such requires a broad skill set to tackle.
The successful candidate will be working on the risk analytics frameworks where the risk engines are implemented. You would be working on the evolution of the framework and related tools to enhance ease of integration of pricing models, improve flexibility and extendibility of the framework as well as improve scalability and performance. In addition the candidate will be involved in the implementation and deployment of analytics via this framework
Responsibilities will include:
- Maintain and enhance our risk analytics framework and make improvements to its flexibility and performance.
- Work on the implementation of the next generation of our framework.
- Integration of pricing models. Work on analytics delivery for Capital calculations.
- Improvement of performance and scalability of analytics algorithms.
Requirements:
- Exceptional C++ development skills including experience with advanced features: e.g.
- templates, design patterns, STL, exception handling.
- Exceptional object-oriented design skills
- Graduate degree in either computer science or a numerate subject (e.g. engineering, Sciences, computing or mathematics)
- Strong analytical and problem solving abilities
- Good communication and able to work in a team-oriented environment
Desirable Skills:
- Distributed computing experience, particularly grid computing
- Experience with cross-language interfacing (e.g. C/C++, Python or JAVA)
- Experience with boost libraries
- Experience with Python programming, subversion, SQL a plus
- Experience with automated build/test systems
- Experience with performance profiling, code coverage and unit testing
For further information please contact Sophie Good on 020 7780 6700. Alternatively forward your CV to Sophie.Good@AnsonMcCade.com