Senior Quant Analyst

P2P; London; On-site; GBP 80,000 - 120,000; Full time

Job summary

A leading company is seeking a Lead Engineer/Senior Quantitative Analyst to spearhead the development of advanced analytics libraries using modern C++. The role involves hands-on programming, collaboration with clients, and code review within a quantitative analysis team, requiring extensive experience in C++ and associated technologies.

Qualifications

• 7+ years as a C++ engineer.
• 2-5 years of modern C++ (20 and up).
• 2+ years experience with Linux and C#.
• Strong knowledge of CI/CD.

Responsibilities

• Build cross-asset quantitative analytics library.
• Design library and ensure integration with systems.
• Assist with business requirements and IT delivery.

Skills

C++

C#

Python

Java

Linux

CI/CD

Tools

GitHub

Jira

Job description

Info about the team

The successful applicant will join the Quantitative Analysis team as the Engineering lead responsible for building out the next-generation of analytics using the latest languages and quantitative techniques. The library is a cross-asset library written in modern C++ with auto-generated bindings in Python, Excel, C# and Java. Its pricing stack uses AAD ensuring accurate and fast risk is available automatically.

MAIN DUTIES/RESPONSIBILITIES OF THE ROLE:

• Lead Engineer/Senior Quantitative Analyst
• Responsible for building out the new cross asset quantitative analytics library
• Design and build the library, working closely with Technology to ensure seamless integration into their systems, in both Windows and Linux.
• Be comfortable communicating with and developing alongside the library clients - Portfolio managers, Strategists and the wider Risk team. Assist with gathering business requirements and working with the IT and DevOps teams to assist with delivery
• Review the code from other quants on the team, with a focus on good design and implementation.
• Contribute to other tasks within the team, for instance writing APIs and tools in Python and C# leveraging the library analytics
• Hands-on development and testing

WORK EXPERIENCE/BACKGROUND:

Essential

• 7+ years in a similar role as a C++ engineer
• 2-5 years modern C++ (20 and up), with some experience in optimising high-performance libraries
• 2+ years Linux

• 2+ years C#

• Software lifecycle management (GitHub, Jira, etc)

• Strong experience and appreciation of CI/CD implementation

Desirable

• Experience in linear rates
• 2+ years Python or Java
• Vectorisation and AAD technologies