Role Purpose (overall high level summary of the role)

- Support and development of the Analytics Solution to meet the business & team requirements

- Support of all components forming part of the Analytics Solution

- Develop tools for the team and the desk as required

Principal Accountabilities:

- Developing and enhancing the Pricing Library's features to meet business requirements

- Building and releasing the components needed for the Analytics workflows

- Developing systems/infrastructure in collaboration with IT

Role Context (The environment and operating conditions of the role including the extent of guidance and authority)

Provide support of the Analytics Solution:

- Develop and maintain a testing framework for the Quant libraries and tools

- Develop new components and enhance the Quant Libraries and tools

- Analytics spreadsheets/prototypes

- Day to day support / Bugs fixing

- Assist in the release of the Quant libraries and tools

- Assist IT with integration issues

- Assist in deploying the Analytics tools to users

- Working closely with IT on implementing systems/ infrastructure relevant to the needs of the desk/team

- Liaise with the X-Asset IT teams to:

1) Create new XDS classes

2) Manage existing ones

3) Leverage other classes

4) Implement functionalities to allow these classes to be loaded, saved and queried via the Analytics tools

Knowledge & Experience / Qualifications:

- A degree based on Software Engineering and Mathematical Finance from a top tier university

- Advanced C++ (at least 5 years), COM, Multi-threading (Windows/VC11) using Visual Studio 2013

- Experience in multithreading/multiprocessing low latency development in a windows environment.

- Spreadsheet development experience (Excel and VBA)

- Scripting and Python experience desirable but not essential

- Excellent communication and problem solving skills

- Strong technical skills

- Excellent verbal and written communication skills with very strong analytical skills.

- Motivated and a quick learner

- Attention to detail and ability to ensure that information is captured in a timely manner

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.