Quantitative developer who will join the Central Research team, which builds strategic solutions for research and live trading of quantitative strategies across multiple frequencies and products. This is a unique opportunity to grow your career with the team while building the next generation of research and quant trading systems.
Role/Responsibilities

• Developing re-usable and performant C libraries for macro instrument analytics (FX, Rates, Credit), to be used for research, back-testing, and live trading
• Integrating the analytics libraries into the wider python research infrastructure to allow trading teams to use it in their research and trading processes
• Working with Data Services to source market data to fuel real time and historical analytics
• Reconciliation of calculations against benchmark sources

Requirements

• 1-5 years of professional software engineering experience in a collaborative environment
• Bachelor's degree or higher in computer science or other quantitative discipline
• Understanding of object oriented programming, design patterns, and data structures
• Experience with software delivery lifecycle and writing production-quality code
• Familiarity with instrument pricing and risk software patterns
• Fluency in C
• Familiarity in Python
• Experience in Rates and/or Credit products (e.g., bonds and swaps)
• Reasonable quantitative and statistical skills
• Team player with strong pride of ownership
• Detail oriented and quick learner in a fast-paced environment
• Commitment to the highest ethical standards
• London preferred, but open to candidates in other locations

Employment Type: Full-Time