Front Office Quant Developer, Risk Engines (VP), London

Our client, a leading global Investment Bank, trades across the world’s most dynamic markets with a reputation for state-of-the-art technology.  They now seek an experienced Quant Dev to help develop their Front Office strategic risk engine and integrate end-of-day, intraday and pricing systems as they replace the legacy valuation engine across asset classes. Youi will also assist in the deployment of trader Tools & Apps into their new Front-end trader-facing desktop Cloud compute system.  Based on their London trading floor, you’ll gain great exposure to highly talented quants, traders & technologists!  

You'll collaborate with several teams as a main contributor to build a pricing service, where the backend features AWS-based platform running containerized risk-engine and also various analytical libraries (C++ based). The project also involves API design and re-componentizing current system.

KEY RESPONSIBILITIES:

• Design & build core technological components of the new strategic risk engine and interface for the Quant Libraries
• Develop tools and techniques to on-board the new Risk Engine into bank’s the end-of-day, intraday and pricing systems and replace existing legacy valuation engines across asset classes.
• Integrate models for pricing / risk / market discovery / reg reporting.
• Design and support the trading-facing front end framework for delivery of Tools for traders
• Work with Front Office Quants & Technology on the evolution of the tech stack and the desktop environment
• Interact successfully with (depending on project): Trading desks, Risk functions, Quant teams & Technology & Model Validation

KEY SKILLS & EXPERIENCE:

• Minimum 4 years' cross-platform / cross-technology development (C++, Python, Windows/Linux,) for Risk engines, Pricing systems, Trader tools, etc.  (Any C# or Java also useful)
• Good understanding of Enterprise Wide Risk frameworks
• Creating and hosting web applications based on common frameworks (Jupyter Notebook, Dask, etc.)
• A robust technical background to facilitate/understand trading application infrastructure
• Excellent presentation & interpersonal skills, & able to run multiple projects
• Masters in Maths, Computer Science, Engineering

DESIRABLE:

• Proficiency in Docker container technology.
• Experience working with cloud, preferably AWS.
• Strong analytical & numerical skills (e.g., stats, probability, numerical methods)