Quantitative Research – Core Analytics Development – Associate or Vice President
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Totally recommended. Everything was well managed and done on time. I’ll definitely tell people how great an experience it was.
Donald Simpson
Executive Director, Bluewater Corp
TTBE spends more than $9 billion a year to be at the forefront of technological innovation. Leveraging petascale compute clusters, Quantitative Researchers develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to high- and low-frequency trading algorithms. We are looking for a new member to join a core Quant team focusing specifically on high performance computing.
Department: Quant Analytics
Project Location(s): 25 Bank Street, Canary Wharf, London, Greater London, E14 5JP, GB
Education: Master’s Degree
Compensation: 22K per annum
Responsibilities
- Developing in a C++/CUDA/Python software library that prices derivatives and calculates risks;
- Focus is on efficient algorithms, vectorization and parallelization, compilers, architecture of cross-asset pricing engines, core library frameworks and continuous integration infrastructure;
- Optimization of the code for specific hardware, from today’s production staples to future disruptive innovations;
- Support of end users of the library and communicating with desk-aligned quant teams and technology groups.
Skills/Experience
- A postgraduate degree (preferably PhD), or equivalent, in a quantitative field, e.g. computer science, mathematics, engineering, physics, or finance;
- Excellent software and algorithm design and development skills, particularly in C++
- Outstanding problem solving skills;
- Basic understanding of numerical methods, probability and foundations of quantitative finance to ensure that detailed model knowledge can be picked up if required.
Preferred qualifications:
- Experience in parallel programming, e.g. TBB, OpenMP, CUDA or OpenCL;
- Python, Java, Perl and web programming skills;
- Previous work experience as a software developer or a quant.