Quant Developer – Library Re-Write
at Fourier
Posted 7 hours ago
null clicks
- Compensation
- Not specified
- City
- London
- Country
- United Kingdom
Currency: Not specified
Join a team of experienced quants and developers to redevelop pricing analytics, risk management, market data, trade capture, and reporting applications. The role involves designing, developing, and supporting high-performance, reliable software components in a fast-moving environment. Strong quantitative and software engineering skills with knowledge of financial markets are essential.
Quant Developer – Library Re-Write
London
You will join a team of experienced quants and developers embarking on the complete redevelopment of the pricing analytics, risk management, market data, trade capture and reporting applications.
You must have passion for delivering robust, high performance software and quantitative analytics, with either experience in financial markets or an interest to learn about them. You will design, develop and support highly reliable components across a range of technologies in a and fast-moving environment. A strong understanding of structured products, including payoff terms, pricing models, risk measures, PnL reporting and hedging considerations is advantageous.
Key Skills:
– Quantitative, computer science or engineering academic background
– At least 2 years of professional software engineering experience
– Programming skills in an OO or functional paradigm (Java/C++/Python/Scala/Haskell/Rust)
– Expertise in creating and validating pricing and/or risk models
– Library design and development (preferably on Athena, Quartz, Beacon or SecDB)
