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
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