The successful candidate will join a London-based team that designs, develops, and supports cutting-edge applications that support equity derivatives trading as well as equities and risk management. The candidate will work hands-on with other developers, QA and production support teams to build applications and processes that process, summarize, and display large financial datasets such as volatility, dividends, and borrow rates. The team interacts with key stakeholders such as Portfolio Managers as well as Equities and Risk Managers. Must be a very strong hands-on developer with deep understanding of financial data processing and equity derivatives markets. Must have excellent communication skills and be a team player. Experience working in a Unix/Linux environment with cloud and containerization technologies is a plus.
Principal Responsibilities
Building and supporting applications for processing, summarizing, and displaying large financial datasets such as volatility, dividends, and borrow rates
Developing systems for equity derivative market data calibration and pricing workflows
Job may require coding in and/or learning UI technologies
Writing comprehensive documentation
Testing code via approved frameworks and methodologies
Qualifications/Skills
Minimum of 5 years' experience with Python development – both backend and frontend
Proficient with Python – capable of building and supporting applications and systems in Python
Comfortable working with large financial datasets, such as volatility surfaces, dividends, and borrow rates
Familiarity with equity derivative market data and its calibration, as well as equity derivatives pricing models
Experience in Object Oriented design, Design Patterns, Unit \& Integration testing
Knowledge of the following would be beneficial: Postgres database, Airflow scheduler, Redis
Experience of concurrent, multi-threaded application environments as well as distributed systems is a plus
Ability to thrive in a fast-paced environment while building cutting-edge applications
Knowledge of Unix/Linux environments, as well as Agile/Scrum development methodologies
Experience with front-end UI technologies such as JavaScript and HTML5 would be beneficial
B.S. in Computer Science, Mathematics, Physics, Financial Engineering, or related quantitative field
Demonstrates thoroughness and strong ownership of work
Good team player with a strong willingness to participate and help others
Excellent communication skills