Experienced Quant Developer

Line of Service

Industry/Sector

Specialism

Management Level

Job Description & Summary

About the Role:

As a quant developer within the team you will direct the architecture extension and maintenance of our Python codebase that performs valuation of financial instruments. This is an individual contributor role that requires expertise in both the mathematical modelling of financial instruments across asset classes and python software engineering.

What your days will look like:

• Maintenance and extension of an existing codebase written primarily in Python components which maps/transforms trade static data between various formats: XML JSON CSV Excel etc.
• Extend code base through addition of :
  • new derivative valuation and risk models
  • updates and improvements to user interfaces
  • other add hoc incremental features
• Maintain and extend a RESTful API server application
• Maintenance and extending a internal model base and help the team on-board third party provided models and artificial intelligence.
• Lead in discussions to help drive software architecture/design.
• Provide support in estimating clients financial instrument valuations (private credit debt and derivative) across a wide range of instrument types.
• Assist in areas of business development practice development and strategy due to the high growth nature of Artificial Intelligence &Modelling this will be a key component of the role.

This role is for you if:

• Advanced experience and knowledge of Python software development in industry or academia
• Degree in computer science engineering physics or mathematics
• Experience working on large codebases
• A deep understanding of derivative pricing including the related XVAs
• Theoretical understanding of and hands-on experience in developing mathematical models
• Strong analytical skills and attention to detail but tempered with an ability to think laterally.
• Excellent communication skills and the ability to present complex issues in a clear and articulate way to a non-technical audience.
• Familiarity with software engineering best practices.
• Familiarity with source control (ideally Git).

What youll receive from us:

No matter where you may be in your career or personal life our benefits are designed to add value and support recognising and rewarding you fairly for your contributions. We offer a range of benefits including empowered flexibility and a working week split between office home and client site; private medical cover and 24/7 access to a qualified virtual GP; six volunteering days a year and much more.

We offer a range of benefits including empowered flexibility and a working week split between office home and client site; private medical cover and 24/7 access to a qualified virtual GP; six volunteering days a year and much more.

Education (if blank degree and/or field of study not specified)

Certifications (if blank certifications not specified)

Required Skills

Optional Skills

Desired Languages (If blank desired languages not specified)

Travel Requirements

Available for Work Visa Sponsorship

Government Clearance Required

Job Posting End Date