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2024-05-14

Quant Developer

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BlueCrest Capital Management
Quant Developer
London, GB
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Job Description

**Job Title: Quant Developer
Location: London
Department: Technology
Permanent **

Department overview:

The risk technology team is responsible for building out the firm’s in-house pricing platform and PNL and risk systems that are used by portfolio managers, risk management, finance and product control teams. The team sits within the Front office technology group which also contains quant research, data technology and rapid application development teams.

**Role Overview: **

As BlueCrest continues to expand its trading presence globally, there is a desire to further build out the firm’s pricing and risk platforms, supporting the front office’s ability to manage and structure trades whilst allowing the risk management group to evaluate risk across the trading book. Pricing and risk analytics are developed and enhanced to ensure the firm is able to take advantage of dynamically evolving market opportunities. The team provides desktop and web front end clients as well as a pricing platform that is consumed mainly through Excel and Python. This is an exciting opportunity to work for one of the strongest performing funds in the world, supporting and building out solutions in collaboration with trading. The successful candidate would gain experience in all financial markets and work with some of the best traders, technologists and quant researchers in the world. The role will require strong mathematical and programming skills with the core pricing libraries being written in C#. As this is a highly product-focused role, a strong background in one or more financial asset classes would be advantageous. This is an excellent opportunity for a delivery focused individual with solid analytical skills and a passion for technology and financial markets to work directly on trading desk enhancements without any bureaucracy or politics.

Experience Required:

Essential : C#, OO programming skills, financial products/derivatives

Desirable : Python, SQL Server, 3+ years relevant experience

About You:

In this role you must be self-motivated and able to learn quickly. This is a highly technical role, requiring the ability to understand OOP and how to write re-usable code within the core quant library and risk engine frameworks. This implies that the candidate should be comfortable with the full software development lifecycle and should be able to demonstrate adherence to best practices in all areas of their work. Delivery is key in this role, as is the ability to balance rapid BAU change whilst progressing with longer term strategic development

_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. _

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