Software Engineer (Quantitative Finance)

Job Title: Software Engineer (Quant Library Development)
Location: Canary Wharf, London
Working Model: Hybrid - twice a week in the office
Duration: 6 months - 9 months with further extension into the new year
Daily Rate Available: up to £900 Umbrella (depending on experience)
Inside IR35 via Umbrella: Paystream, Danbro, Focused

We require a contractor to join our team with a strong python and Software Engineering skill set who wants to gain experience within the finance sector specifically in Quantitative Finance

Skill Set Required:

• Strong interpersonal and communication ability.
• Strong knowledge of Python and core python libraries like pandas and numpy.
• Strong knowledge in Software Engineering, Object Oriented Design and Design Patterns.
• Deep understanding of software architecture in particular in distributed systems.
• Deep understanding of algorithms and data structures.
• Knowledge of software development lifecycle/methodologies, Agile/TDD/XP.
• Knowledge of Valuation, Risk and Analytics.
• Knowledge of REST, gRPC, Apache Beam, Docker and Kubernetes is a nice to have.

The Software Engineer is responsible for

• design, build and implementation of GRA Traded Risk Quantitative libraries. The success of this library will be measured against the time to deployment, time of turnover on bugs, test KPIs
• delivery of a coding environment that is easy to use, is robust and can be fully re-used
• managing and reducing the time to develop new models with in Traded Risk
• work closely with GRA Quant Analysts, IT and Front Office to create synergies across different functions and departments