Global Markets - Cross Asset Quant Developer, Associate Director

Location:Greater London


Role Title: Cross Asset Quantitative Developer
Location: London
Business: Global Markets Management
GCB Grade: 4

Department overview

  • Support and development of tools to meet all “cross asset quant development” and “asset class” team requirements.
  • Support and development of all infrastructure components.
  • Develop technical solutions as required.

Provide support functions to the infrastructure including:

  • New tools/components and bug fixes
  • Resolving XDS Market Data issues
  • Develop and maintain a testing framework for the Quant libraries
  • Assist IT with integration issues
  • Develop new components and enhance the Quant libraries.
  • Liaise with the XDS team to create new DMDS classes and
    o Manage existing ones
    o Leverage other classes
    o implement functionality to allow these classes to be loaded, saved and queried
  • Assist in the release of the pricing libraries
  • Development of systems/architecture relevant to the needs of the desk/team
  • Leveraging the use of cloud technologies to enhance the infrastructure, ensuring reliability, scalability and cost reduction