Job Title: Software Engineer (Quant Library Development)
Location: Canary Wharf, London
Working Model: Hybrid - twice a week in the office
Duration: 6 months - 9 months with further extension into the new year
Daily Rate Available: up to £900 Umbrella (depending on experience)
Inside IR35 via Umbrella: Paystream, Danbro, Focused
We require a contractor to join our team with a strong python and software engineering skill set who wants to gain experience within the finance sector specifically in quantitative finance
Skill Set Required:
- Strong interpersonal and communication ability.
- Strong knowledge of Python and core python libraries like pandas and numpy.
- Strong knowledge in Software Engineering, Object Oriented Design and Design Patterns.
- Deep understanding of software architecture in particular in distributed systems.
- Deep understanding of algorithms and data structures.
- Knowledge of software development lifecycle/methodologies, Agile/TDD/XP.
- Knowledge of Valuation, Risk and Analytics.
- Knowledge of REST, gRPC, Apache Beam, Docker and Kubernetes is a nice to have.
The software engineer is responsible for
- design, build and implementation of GRA Traded Risk Quantitative libraries. The success of this library will be measured against the time to deployment, time of turnover on bugs, test KPIs
- delivery of a coding environment that is easy to use, is robust and can be fully re-used
- managing and reducing the time to develop new models with in Traded Risk
- work closely with GRA Quant Analysts, IT and Front Office to create synergies across different functions and departments
