Quantitative Developer

My client is a high profile consultancy firm in the alternative investments industry that focus on the development and implementation of quantitative models and analysis for alternative investments. They are currently looking for a Software Developer to work within their quantitative development group. This role will involve working closely with the business groups responsible for risk and portfolio advice.

Accountabilities:

• Build and analyse models for alternative investment strategies
• Implement quantitative evaluation of alternative investment strategies.
• Design, develop, write tests for and document new software components
• Communicate with business users on the development needs for their business units
• Estimate the development effort (time) for requests and manage the delivery of tasks accepted
• Conduct testing and fault finding within the internal systems and suggest and implement improvements when issues are found
• Develop the internal systems to minimize the risk of data loss or security breaches
• Cooperate with support functions to answer user queries and fix defects in the system, as well as estimating the effort to fix defects and implement new functionality
• Support the technical writer to produce user and operation documentation
• Pro-actively seek ways to improve efficiencies and the user experience
• Pro-actively seek ways to improve the maintainability and resilience of the internal systems
• Investigate new technologies and flag to Head of IT when applicable to the internal systems
• Ad-hoc projects upon request by the Head of IT.

Requirements

• A strong mathematics/statistics background
• Experience with modelling financial instruments
• Experience with implementing large-scale software systems
• Post-graduate degree or equivalent in Computer Science, Statistics, Mathematics Finance preferred
• 5 years or more software development experience preferred
• Experience with Java is an advantage
• Experience with R/Matlab
• Knowledge of databases/SQL is an advantage
• Understanding of test driven development
• Strong organizational and time management skills
• Strong ability to multi-task and set priorities
• Travel
• Work outside of normal business hours – coinciding with systems releases or urgent bug fixes
• Comply with terms of Compliance Manuals
• Attend company events upon request.

Benefits & Perks:

• Discretionary bonus
• Private medical insurance
• Wellness program (fitness tracking device, classes, health snacks)
• Professional development support
• 25 days holiday plus bank holidays
• Tax-efficient benefits (cycle to work, season ticket loan)
• Workplace pension scheme