Quant Engineer

The Global Analytics team is responsible for developing and maintaining Price Discovery solutions used by the Front Office to generate and disseminate market information to clients. This data and associated financial calculations are integrated into a range of applications across the firm.

As a Quant Engineer, you will apply your expertise and broaden your knowledge across multiple asset classes, including Fixed Income, Interest Rate Derivatives, Foreign Exchange Derivatives, Energy, and Commodities. Collaborating closely with the Front Office, you will be designing and implementing innovative solutions that enhance our execution services. In addition, you will be ensuring reliability and scalability of existing solutions while continuously seeking opportunities to improve performance and efficiency.

Role Responsibilities:

• Work closely with Front Office staff to translate business requirements into software solutions
• Guided research, implementation, and documentation of new pricing models
• Developing software in accordance with Global Analytics standards and approach
• Support of existing and newly developed financial models
• Development and support of data for dissemination to Front Office customers and Parameta clients
• Effective communication with other members of the Global Analytics team and members of teams to which Global Analytics provide a service
• Contribute ideas to the ongoing simplification and modernisation program
• Project Management, defining the time required and delivery schedule for solutions to be deployed

• Bachelor of Science in Maths / Physics / Computer Science or Engineering degree
• Knowledge of and previous working experience in any financial asset class, Commodities, Rates, Fixed Income, Inflation, FX, Options
• Demonstrated software development experience in one of C++/ C# / Python
• Solid understanding of data structures, programming concepts, design patterns
• Excellent communication skills, both written and verbal
• Highly analytical, focus on long-term results and delivery
• Demonstrated history of effectively collaborating with team members to achieve goals Job Band & Level: Professional / 5 #LI-Hybrid #LI-ASO