python developer in fixed income

Enfint; Greater London; On-site; GBP 90,000 - 140,000; Full time

Benefits offered by this job

40%+ Bonus

Job summary

Durlston Partners набирает специалиста для работы в глобальном инвестиционном фонде с активами около $10 млрд. Фонд развивает диверсифицированные систематические стратегии в области товарных рынков и требует обработки данных, ценообразования облигаций и поддержки исследовательской среды.

Основные задачи включают сбор и очистку данных, работу с системой исполнения и взаимодействие с OMS, а также взаимодействие с бек-офисом и рисками.

Qualifications

• Academic background in Mathematics or Computer Science.
• 3–5 years of experience with Python, including writing and managing code releases.
• Familiarity with Pandas and NumPy.
• Firm understanding of version control, testing, and continuous integration.
• Understanding and appreciation of best practices.
• Nice to have: experience with SQL databases and SQLAlchemy.

Responsibilities

• Acquire and clean data.
• Price fixed income financial instruments.
• Build and maintain a research environment.
• Execute orders and interact with the firm's order management system.
• Consolidate with back office and risk systems.
• Create ad-hoc monitoring and reporting tools.
• Work on a live trading system.
• Improve existing systems and develop greenfield systems for the fixed income business.

Skills

Python

Pandas

NumPy

Version control

Testing

CI

Mathematics

Computer Science

Education

Bachelor in Mathematics / Computer Science

Tools

SQL databases

SQLAlchemy

Job description

Описание: Durlston Partners is hiring for a global investment management fund with approximately $10 billion in assets under management. The fund develops diversified systematic strategies in the commodities space.

Задачи

• Acquire and clean data
• Price fixed income financial instruments
• Build and maintain a research environment
• Execute orders and interact with the firm's order management system
• Consolidate with back office and risk systems
• Create ad-hoc monitoring and reporting tools
• Work on a live trading system
• Improve existing systems and develop greenfield systems for the fixed income business

Требования

• Academic background in Mathematics or Computer Science
• 3–5 Years of experience with Python, including writing and managing code releases
• Familiarity with numerical Python libraries such as Pandas and Numpy
• Firm understanding of version control, testing, and continuous integration
• Understanding and appreciation of best practices
• Nice to have: experience with SQL databases and Sqlalchemy

Условия

40%+ Bonus.