- Work as part of core development team building quantitative risk engine that underpins the LGIM Solutions team funds
- Work with the Quantitative Analyst and Portfolio Management team to deliver robust and easily accessible analysis of all Solutions Portfolios under management
- Model the risks of using different asset strategies in fixed income and, where appropriate other, asset classes, to match pension scheme and insurance company liabilities
- Development of the infrastructure, services and architecture that support and provide pricing, risk and analytic tools for derivatives and derivative strategies for the Solutions tech platform
- Support new product developments, ensure relevant instruments are priced and analysed in line with market conventions and methods and can be reported on appropriately
- To include evaluating actual and potential collateral use where products are collateralised or margined
- Ensure that any actions taken with respect to managing client portfolios are in accordance with LGIM's Treating Customers Fairly policy
- You will have deep experience in both software engineering and the mathematics of finance
- You care about building good, resilient, well-engineered software
- Excellent C# / .NET skills
- Mathematical / finance knowledge
- Extraordinary problem solving abilities
- A deep understanding of advanced pricing models in fixed income finance
- An excellent understanding of automated software testing: unit testing, automated integration testing, approval testing, test-driven development
- A deep understanding of good software design - SOLID principles, design patterns, domain-driven design, clean architecture and how to design good microservices interfaces.
- Excellent data skills - a deep knowledge of SQL, data structures and data processing. A strong understanding of how to design and structure performant and reliable relational databases.
- A strong knowledge of how to build exceptionally performant, scalable systems. You will understand how to get the best performance out of systems at every level from the macro to the micro.
- The desire to collaborate with other excellent quants and software engineers face-to-face - with at least 2-3 days each week in our central London office
- The ability to communicate deep technical and mathematical concepts succinctly and clearly to a wide audience
- Experience and knowledge of designing and building similar systems and overcoming the challenges faced
- A good understanding of build automation; static code analysis tools, security testing tools, CI systems
- A broad knowledge of how systems work and scale in the cloud: how to best design and architect systems that operate across dozens or hundreds of separate instances.
- Strong skills in at least one programming language outside of C# / .NET: e.g. F#, C++, Rust, Python, etc
Solutions Quant Developer - London, United Kingdom - Legal & General
Description
Job Description
The world of investment is changing. Our vision atLegal & General Investment Managementis to create a better, more sustainable future through responsible investing. We work in partnership with our clients around the globe to deliver positive long-term outcomes, while rising to the challenges of a rapidly changing world. Our clients include institutional pension funds, financial institutions, local authorities and sovereign wealth funds. To meet our clients' complex and evolving investment needs, our investment strategies cover a broad array of asset classes and styles, including equities, bonds, property and alternatives, as well as multi-asset funds. We're focused on continuously innovating our investment products, maintaining our reputation as experts across all asset classes, and striving to build a more responsible and sustainable future
We are currently conducting a mostly greenfield rebuild of the core pricing engine that supports all management activities for c£500bn AUM. We are looking for a number of exceptional software engineer / quant analysts who will be a core part of this effort. The systems we're building are performant, scalable, low latency and highly available. We are facing plenty of interesting engineering challenges and we're looking for people who enjoy tackling those challenges head-on like we do
Our core stack uses a combination of microservices and serverless functions, with redis and postgres for data storage. The system is primarily built in C#/.NET, but there are opportunities to use other languages and frameworks where appropriate - for example Python for parts of the data processing and Rust for individual modules where performance is imperative. We believe in using the best technology for the problem.
We care about excellent developer experience and have great DevOps and automation enabling our team to operate at an elite level on the DORA metrics. We practice continuous delivery of our systems to Openshift and AWS. We care about code quality and good engineering practices and we tackle technical debt when needed to ensure our projects are always easy to work on and change
What you'll be doing
Desirable
The brand with the brolly is choosing today to change tomorrow.
Since 1836, we've grown to become one of the world's largest asset managers, homebuilders, pension providers and insurance brands.
We're all here to improve the lives of our customers, build a better society for the long term, and create value for our shareholders - helping to shape a better future for society and the planet.
We need people who share our ambitions, agility and entrepreneurial spirit to help us do it.
At L&G, you'll find a balance that helps you be your best. Empowered by hybrid working, we're supported by technology and workplaces that enable us to work effectively wherever we are. We come together in offices to collaborate and connect, and use time at home for individual, focused activities. And, when we achieve great things, we celebrate our success and reward strong performance.
Today, there's over 10,000 of us, working towards our mission, with plenty of opportunities to grow your career as we grow L&G. Will you join us?
Great minds don't have to think alike, so we welcome voices from all backgrounds. Bringing together people with different life experiences helps us build empathy with our customers and drive innovation.
We don't just talk about it, we actively promote diversity and equitable opportunities for all. That means our employment decisions are made without regard to race, colour, religion, national or ethnic origin, sex, sexual orientation, gender identity or expression, age, disability or protected veteran status. In fact, we embrace every dimension of diversity to reflect the customers and communities we serve.
We think it's important to create an inclusive environment where we can all belong, contribute and drive progress, where you can develop and grow, and be empowered. We want you to use your voice to help us build a better tomorrow.
We all work differently, and have different needs, which is why. we're always open to discussing flexible working arrangements. Likewise, we're committed to finding reasonable accommodations for candidates with specific needs during our recruiting process.
So whoever you are, wherever you are, whatever your story, we'd love to hear from you.