C++ Analyst Developer
C++ Analyst Developer
Employer Active
Job Alert
You will be updated with latest job alerts via email
Share
Job Alert
You will be updated with latest job alerts via email
Job Description
Westminster is the backbone C analytics library developed within CIB for the valuation of Flow Rates products. It is used by a wide range of booking pricing and risk systems across the Bank. The main project team covers the regular BAU activity as well as the teams participation in any projects without dedicated funding for work related to our library and provides a key channel to delivering the latest research developments to a large existing user base.
The Westminster team originally based only in London was expanded to Lisbon in 2020 with both locations now sharing the same pool of tasks. Candidates in this new position will work on Westminster in close cooperation with the London and Lisbon colleagues.
The role will also involve working closely with FRG and other Quant Research teams most of whom are located either in London or Lisbon. Good programming skills as well as an understanding of Flow Rates products and their risk are vital. Equally important is however the ability to communicate in an effective manner with other quants developers and testers and to build a good relationship with existing teams who operate in complimentary roles.
Main Tasks:
- Good analytics skills namely mathematical/statistical intuition and logical reasoning.
- Familiarity with Microsoft Windows as an environment and Excel as the historically dominant RAD tool.
- Some working knowledge of flow rates products and a basic interest in quantitative finance is expected.
- Past experience working with large scale quantitative library (Risk Pricing P&L Explain)
Qualifications :
Technical Skills:
- C
- Python
- Academic background in mathematics/statistics or a closely related field (physics engineering)
- Good understanding of modern software development ideally with experience in the industrialized scalable testing of mission-critical applications (using e.g. automation tools and container technology).
Language Skills
- English
Remote Work :
No
Employment Type :
Full-time
Employment Type
Full-time
