Senior Financial Engineer (Quant Analyst / Quant Developer)
My global banking client, based in London, is looking for a Senior Financial Engineer / Quant Analyst / Developer to join their team on a contract basis. Initial contract duration is 3 months in a hybrid working model.
Key skills:
- Experience working as a Senior Financial Engineer / Quant Analyst / Quant Developer within a Global Bank
- Python 3.x
- Numpy and pandas
- C++ and knowledge of gRPC and protobuf
- Strong knowledge in Software Engineering, Object Oriented Design and Design Patterns
- Deep understanding of software architecture in particular of distributed systems.
- Deep understanding of algorithms and data structures.
Desirable skills:
- REST, Apache Beam, Docker, Kubernetes
- Experience on valuation adjustments, in particular xVA
- Experience on low latency systems using gRPC and protobuf
Responsibilities:
- Design, build and implementation of Traded Risk Quantitative libraries. The success of this library will be measured against the time to deployment, time of turnover on bugs, test KPIs
- Delivery of a coding environment that is easy to use, is robust and can be fully re-used
- Work closely with Quant Analysts, IT and Front Office to create synergies across different functions and departments
Please apply now for immediate consideration and further details.
Keywords: Senior Financial Engineer, Quantitative Developer, Quant Engineer, Python, C++ Finance, Bank, Banking.
Scot Lewis Associates Ltd is acting as an employment business.