As a Quantitative Research – Cross Asset Analytics Developer in the QR Athena team, you will have access to on-the-job training, intensive internal classroom training, and online courses, all given by our experienced quants. You will help make Athena the unified cross-asset trading and risk platform for Markets. You will deliver strategic change that will be used by hundreds of developers, across all asset classes, and will impact all businesses over years to come. In particular, you will develop Athena (Python) software to price and risk manage financial products, design strategic, efficient, scalable and usable cross asset frameworks, optimize code and business processes, and support end user frameworks while communicating with desk-aligned quant teams and technology groups.
Job Responsibility
- Deliver strategic enhancements to Athena and facilitate cross-asset trading and to make desk-aligned quant teams more productive. We cover cross-asset topics from market models design, risk frameworks, and investable indices to helping businesses onboard Athena. The power of the Athena platform derives from several key technical innovations: a powerful Dependency Graph implementation, a ubiquitous data store called Hydra, a Real-Time Risk Reporting framework, a robust Deal Model, and a forward propagating, event-driven graph called Reactive
- Make Athena the unified cross-asset trading and risk platform for Markets. You will deliver strategic change that will be used by hundreds of developers, across all asset classes, and will impact all businesses over years to come. In particular, you will
- Develop Athena (Python) software to price and risk manage financial products;
- Design strategic, efficient, scalable and usable cross asset frameworks with the aim of establishing golden standards across all asset classes;
- Optimize code and business processes, providing expert guidance to desk-aligned quant teams in using frameworks;
- Support end user frameworks and, communicate with desk-aligned quant teams and technology groups;
Required qualifications, capabilities, and skills
- You’re passionate about software design and writing high quality code;
- Have a good understanding of trade life cycle, MTM, PnL and other trading business processes;
- Have experience working in pricing libraries and risk management systems;
- You demonstrate quantitative and problem-solving skills;
- You demonstrate proficiency in object oriented programming and code design, with primary focus on Python;
- Your excellent communication skills, both verbal and written, can engage and influence partners and stakeholders; You are good at communicating concepts and ideas, also via documentation, and you are keen to defend their validity and tailor messages to different audiences;
Preferred qualifications, capabilities, and skills
- Graduate degree (Bachelors or equivalent) in Engineering, Computer Science, etc.
- Knowledge of quantitative finance.
- Direct experience of agile software methodologies;
- Orientation towards careful system and solution design and implementation;
- Robust testing and verification practices;