Senior Quant Developer - London, United Kingdom - Michael Bailey Associates

Tom O´Connor

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Tom O´Connor

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Description

SENIOR QUANT DEVELOPER URGENTLY REQUIRED FOR 9 MONTH PRIVATE SECTOR CONTRACT IN LONDON
**EXCELLENT DAY RATE
HYBRID WORKING ARRANGEMENT**
EXTENSIONS LIKELY

_We are looking for a senior software developer who has experience working with Traders and productionizing quant models_

  • Degree level in computer science, engineering Mathematics / STEM, or a relevant field of applied mathematics
  • 5+ years work experience in a technical experience, with at least 2 years delivering stateoftheart modelling/algorithmic solutions.
  • Significant experience of Agile ways of working
Technical knowledge

  • Practical experience with modern Python stack such as asyncio, fastapi, math stack: scikit learn, pandas, numpy, numba
  • Substantial expertise in Cloud services, ideally Azure
  • Good understanding of CI/CD and Test Automation, Git, ADO/Jenkins/Github.
  • Web development, web security
  • Ability to optimise performance of the Python code by using vectorization, parallel computing, or using C++ extensions.
Personal dimensions

  • Proven record of technical delivery
  • Able to work in a fastpaced front office environment and communicate directly with analysts and traders
  • Good relationship with business stakeholders and IT colleagues

Key Roles & Responsibilities:

  • Gain deep understanding of the model framework infrastructure and actively contribute to its' ongoing development
  • Design, develop and maintain ETLs, data pipelines as well as tools, libraries, and SDKs that facilitate the access to data
  • Coordinate closely with Analysts and Quants during development of models, acting as a technical support and coach them in tooling use, as they look to build new models
  • Work crossfunctionally with analyst and quants and other software engineers to continuously improve the framework and support the model lifecycle
  • With guidance, advocate and produce accurate, performant, scalable and maintainable code following all IT standards
  • Productionise models created by Analysts and Quants, ensuring robust day to day operation, monitoring and back testing are in place
  • Ensure that work aligns with the programme objectives for the model development and lifecycle framework.
Michael Bailey International is acting as an Employment Business in relation to this vacancy.

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