Quantitative Developer

Job Title: Quantitative Developer
Location: London
Department: Technology
Permanent 

Department overview:

The Quant research team is responsible for maintaining and enhancing quant analytics libraries, as well as maintain the curve and vol surface calibration frameworks, that underpin all the pricing and risk tools used at the company. The team sits within the Front office technology group which also contains Desk RAD developers, Risk and Data Technology teams.

Role requirements:

The primary focus of this role is to face off to the commodities traders and to meet any of their pricing, risk and market analysis tool requirements. These requirements may vary from implementing regression analysis tools to supporting and enhancing existing trading sheets and python tools.

The role will require strong mathematical and programming skills with the core analytics libraries being written C#, C++ and python. The successful candidate will be able to implement clean robust solutions in these core libraries and work collaboratively as part of a larger group wide development team.

A pragmatic approach has to be taken at all times, key factors are; time to market, is it fit for purpose, code reusability.  The traders and analysts prefer python and Excel front ends, hence there is a lean to this technology, but these front ends are generally underpinned by C# quant library add-ins, and database technologies such as MSSql and Mongo.

This is an excellent opportunity for a delivery focused individual with solid quant research and/or front office development experience to work directly with the trading desk without any bureaucracy or politics.

This role is to focus on commodities desk requirements, but Bluecrest trades all asset classes, so the role offers a unique opportunity to expand exposure to all asset classes and learn from some of the best traders in the world.

You must be able to gather requirements and work closely with the other London teams to get enhancements delivered into the core systems, as well as review code changes to the core libraries before these are released globally

Experience required:

• At least 5 years’ C# Quantitative development experience in the financial industry.
• Python experience in a front office environment, python web and data visualisation libraries (dash, panel, plotly etc.) are preferred.
• Commodities experience (understanding of the exchange and OTC contracts in gas, power oil and products, argis, bulks, freight) is preferred.
• Experience in C++ is preferred.

BlueCrest is committed to providing an inclusive environment for its workforce. As an employer, we provide equal opportunities to all people regardless of their gender, marital or civil partnership status, race, religion or ethnicity, disability, age, sexual orientation or nationality.