Quantitative Software Developer

Core Quant/Software Engineer – Top Buy Side Fund London based Our client is a global alternative investment fund manager combining relative value and directional trading across global macro asset classes to generate uncorrelated returns. This is a team of hands-on quantitative software engineers responsible for the firm wide quant platform. They create scalable, performant, supportable, cross-asset class applications consisting of services, APIs, UIs and tools –integrating the mathematical models built by the Quant team. The portfolio includes a platform for continuous computation and reporting of live risk, attributed P&L and other analytics; a time series engine capable of producing historical series of arbitrary expressions, and their multi-asset class pricing and risk engine. They are also major contributors to the core C# libraries and components used by all services. Key stakeholders include the Investment desk, the Quant sub-teams (who each focus on a single asset class), Economic Research, Risk, Operations and Investment Control. Team members work on a wide variety of interesting projects, typically closely involving one or more of the teams above. Working with stakeholders to understand business needs and opportunities, and how they can best meet them in the short, medium and long term. Designing, building, and maintaining solutions, principally in C# (and where applicable SQL, TypeScript, Python, C++ and PowerShell), to the highest design, testing and operational standards. Understanding and measuring the performance characteristics, design and operational parameters of their systems, improving where necessary Excellent software engineering skills; experience designing and implementing APIs, strong understanding of object-oriented and functional design patterns, distributed system design, concurrent and asynchronous programming. Expertise in C# and .NET or the ambition and aptitude to become an expert quickly, as evidenced by your experience with a similar language / platform. A strong desire to build software that is robust, supportable and automatically tested; an understanding of how to design software for testability, and of complementary testing approaches (unit, functional, integration, regression, smoke, etc.). Financial markets experience, ideally front office-facing at a bank or hedge fund, with exposure to derivatives (OTC and listed). Familiarity with concepts of financial pricing and risk, and related computation techniques. Programming experience in a diverse set of languages / platforms (e.g. both strong and dynamic typed; Expertise in relational database design; confidence in writing and maintaining SQL.