Quant Developer (FX)

Overview

Reports To: Head of Quantitative Technology

Location: London

Department Overview:

We are part of the Risk & Data technology team responsible for building out the firm’s in-house pricing platform and PNL and risk systems that are used by portfolio managers, risk management, finance and product control teams. The team sits within the Front office technology group which also contains quant research, data technology and rapid application development teams.

Role Overview

As BlueCrest continues to expand its trading presence globally, there is a desire to further build out the firm’s pricing and risk platforms, supporting the front office’s ability to manage and structure trades whilst allowing the risk management group to evaluate risk across the trading book. Pricing and risk analytics are developed and enhanced to ensure the firm is able to take advantage of dynamically evolving market opportunities. The team provides desktop and web front end clients as well as a pricing platform that is consumed mainly through Excel and Python.

This is an exciting opportunity to work for one of the strongest performing funds in the world, supporting and building out solutions in collaboration with trading. The successful candidate would gain experience in all financial markets and work with some of the best traders, technologists and quant researchers in the world. The role involves working closely with the front office Fx & Equities Volatility Arbitrage business, who manage various systematic strategies. A strong track record working with the business and able to deliver solutions from business requirements through to production deployment would be required. The candidate should have a good understanding of risk and be familiar with Fx / Equity vol calibration process, exposure to SABR & SVI model would be preferable. The technology stack is predominantly C#, integrating with Excel & Python.

This is an excellent opportunity for a delivery focused individual with solid analytical skills and a passion for technology and financial markets to work directly on trading desk enhancements without any bureaucracy or politics.

Experience / Qualifications

Experience Required:

About You:

In this role you must be self-motivated and able to learn quickly. This is a highly technical role, requiring the ability to understand OOP and able to work efficiently with large data sets focused around implementing back testing trading strategies, enhancing risk models across Fx & Equities.

This implies that the candidate should be comfortable with the full software development lifecycle and should be able to demonstrate adherence to best practices in all areas of their work. Delivery is key in this role, as is the ability to balance rapid BAU change whilst progressing with longer term strategic development.

This content previously included an emphasis on inclusivity: BlueCrest is committed to providing an inclusive environment for its workforce. As an employer, we provide equal opportunities to all people regardless of their gender, marital or civil partnership status, race, religion or ethnicity, disability, age, sexual orientation or nationality.

Note

Important: This description reflects the role requirements and is subject to change. Some sections of the original posting, such as application steps and additional fields, have been omitted to maintain clarity for the job description.