Quantitative Developer

About us

kACE is a developer of real-time calculation software for the financial markets. We are part of leading global brokerage company BGC Partners Inc. Our proven and reliable technology has been supporting some of the largest global financial services companies for over 30 years. We are looking for an experienced quantitative analyst/developer to join the team working on our flagship financial modelling platform.

About the job

• Prototype and evaluate pricing algorithms and models, and ensure their successful transition into high performance production code
• Collaborate with traders and other stakeholders to ensure algorithms remain at the cutting edge as markets evolve
• Be accountable for the quantitative strategy
• Construct and maintain test data for regression testing and back-casting of algorithms
• Provide support and assist in troubleshooting issues
• Continuously improve and optimise existing models and algorithms
• Stay up-to-date with the latest developments in quantitative finance and technology

About you

• Strong background in programming, preferably with modern C++
• Experience with financial markets and quantitative finance, particularly in FX derivatives and fixed income products, e.g. bond pricing and yield curve construction
• Experience with mathematical modelling, numerical methods, and algorithm development, and associated tooling
• Strong problem-solving and analytical skills
• Good communication skills, with the ability to present authoritatively
• Naturally inquisitive, with a strong desire to keep learning
• Combining a rigorous theory-driven approach with the pragmatism to get things done
• Strong attention to detail and ability to work with a high degree of accuracy
• Proven ability to manage multiple tasks and projects simultaneously
• Self-motivated and comfortable switching between independent and collaborative working

Seniority level

• Mid-Senior level

Employment type

• Full-time

Job function

• Finance and Information Technology

Industries

• Technology, Information and Media

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