Python Developer - Commodities Location: Canary Wharf, London (3 days onsite) Daily Rate: 750 - 850 (inside IR35 via umbrella) Contract Length: 10 months initially Are you a skilled Python Developer looking for your next challenge? Join our client based in the heart of Canary Wharf, a mere 4-minute walk from the train station. This is an exciting opportunity to work in a dynamic environment and make a significant impact within a leading organisation in the commodities sector. Key Responsibilities: Services Development & Maintenance: Design, develop, and maintain high-performing, fault-tolerant Python services to deliver an exceptional user experience for our clients. Business As Usual (BAU) Support: Engage with stakeholders including traders and finance managers, providing day-to-day support by analysing and resolving reported issues. Collaboration with Internal Technology Teams: Partner with the Markets Quantitative Analytics (MQA) team to integrate analytics pricing models with the Risk Platform, as well as the Commodities Market Data (CMD) team, ensuring a seamless flow of market data for risk computation. Global Team Collaboration: Work effectively with the global Commodities Technology team, ensuring cohesive communication and collaboration across various geographies. Integration with Supporting Libraries: Integrate other libraries, such as Market Data and Trade Repository libraries, into the Risk Platform, requiring a solid understanding of their design and functionality. Continuous Learning: Stay abreast of the latest technological trends and developments to enhance personal and team capabilities. Experience/Background: Solid background in commodities risk with experience interacting with trading desks. Minimum of 6+ years of hands-on experience in Python; experience in C# and SQL Server is advantageous. Proven record of strong delivery within a large, distributed enterprise platform. Familiarity with React is a plus, as the ideal candidate may work across both front and back-end. Strong problem-solving skills with the ability to troubleshoot complex system and application issues. Preferred Skills: Background in commodities risk and PnL, particularly with assets such as Crude Oil, Natural Gas, and Power. Knowledge of risk Greeks and product types (Options, Futures, Swaps) is essential. Experience with Python, C#, and database development in a microservices architecture, along with queuing technologies. Excellent software engineering skills, including SOLID principles and Test-Driven Development (TDD). Familiarity with Continuous Integration/Continuous Delivery (CI/CD) and automated deployment tools such as Jenkins, OpenShift/Kubernetes, TeamCity, and uDeploy. If you are passionate about technology, have a strong background in commodities risk, and thrive in a collaborative environment, we want to hear from you! Apply now to take the next step in your career as a Python Developer with our client. Apply Today by replying with your updated CV. Please note, only successful candidates will be contacted. Adecco is a disability-confident employer. It is important to us that we run an inclusive and accessible recruitment process to support candidates of all backgrounds and all abilities to apply. Adecco is committed to building a supportive environment for you to explore the next steps in your career. If you require reasonable adjustments at any stage, please let us know and we will be happy to support you.
Feb 05, 2025
Contractor
Python Developer - Commodities Location: Canary Wharf, London (3 days onsite) Daily Rate: 750 - 850 (inside IR35 via umbrella) Contract Length: 10 months initially Are you a skilled Python Developer looking for your next challenge? Join our client based in the heart of Canary Wharf, a mere 4-minute walk from the train station. This is an exciting opportunity to work in a dynamic environment and make a significant impact within a leading organisation in the commodities sector. Key Responsibilities: Services Development & Maintenance: Design, develop, and maintain high-performing, fault-tolerant Python services to deliver an exceptional user experience for our clients. Business As Usual (BAU) Support: Engage with stakeholders including traders and finance managers, providing day-to-day support by analysing and resolving reported issues. Collaboration with Internal Technology Teams: Partner with the Markets Quantitative Analytics (MQA) team to integrate analytics pricing models with the Risk Platform, as well as the Commodities Market Data (CMD) team, ensuring a seamless flow of market data for risk computation. Global Team Collaboration: Work effectively with the global Commodities Technology team, ensuring cohesive communication and collaboration across various geographies. Integration with Supporting Libraries: Integrate other libraries, such as Market Data and Trade Repository libraries, into the Risk Platform, requiring a solid understanding of their design and functionality. Continuous Learning: Stay abreast of the latest technological trends and developments to enhance personal and team capabilities. Experience/Background: Solid background in commodities risk with experience interacting with trading desks. Minimum of 6+ years of hands-on experience in Python; experience in C# and SQL Server is advantageous. Proven record of strong delivery within a large, distributed enterprise platform. Familiarity with React is a plus, as the ideal candidate may work across both front and back-end. Strong problem-solving skills with the ability to troubleshoot complex system and application issues. Preferred Skills: Background in commodities risk and PnL, particularly with assets such as Crude Oil, Natural Gas, and Power. Knowledge of risk Greeks and product types (Options, Futures, Swaps) is essential. Experience with Python, C#, and database development in a microservices architecture, along with queuing technologies. Excellent software engineering skills, including SOLID principles and Test-Driven Development (TDD). Familiarity with Continuous Integration/Continuous Delivery (CI/CD) and automated deployment tools such as Jenkins, OpenShift/Kubernetes, TeamCity, and uDeploy. If you are passionate about technology, have a strong background in commodities risk, and thrive in a collaborative environment, we want to hear from you! Apply now to take the next step in your career as a Python Developer with our client. Apply Today by replying with your updated CV. Please note, only successful candidates will be contacted. Adecco is a disability-confident employer. It is important to us that we run an inclusive and accessible recruitment process to support candidates of all backgrounds and all abilities to apply. Adecco is committed to building a supportive environment for you to explore the next steps in your career. If you require reasonable adjustments at any stage, please let us know and we will be happy to support you.
Elwood Technologies is a FCA regulated firm that provides end-to-end institutional-grade digital asset Execution, Liquidity Access and Portfolio Monitoring & Risk Management Software. Built with institutions for institutions, Elwood's EMS offers best available price execution, smart order routing and algorithmic tooling alongside a traditional finance grade Portfolio Management System. Built by industry experts with decades of combined experience in investment management and digital technology, we are now looking for a Senior Engineer to work on our EMS platform within the Engineering Team. Job Description We're currently looking for a Quantitative Developer to join our Quant team based in the UK. We have a mix of Quant Developers and Software Engineers bringing finance knowledge and enterprise scale software development respectively - occasionally both! The stack is comprised of C# .NET 5+ services which call into a proprietary C++ quant library and present results via a React frontend. Hosted on Linux in AWS with large calculations distributed over many instances, messaging via Redis. As part of the role, you will form an integral part of the team responsible for pricing and risk analytics available on our platform. You will contribute to the continued development of our models, whilst also working closely with the Product Team to implement new features, and provide desk support to our clients. Key Responsibilities Develop and enhance our in-house pricing and risk models, which are implemented in our digital Quant analytics library, written in C++. Build new services to meet critical product and business needs using C++ and Python. Build features that help customers collaborate on asset management. The functionality of the library is exposed to clients through a web based cross-asset Portfolio Management System providing clients with real time pricing, scenario, risk and P&L on their portfolios as well as the ability to structure and overlay new positions. Work with engineers, designers, product managers, and senior leadership to turn our roadmap and technical vision into a tangible product with timely deliveries. Monitor and support all Quant production system components (analytics, market data). Estimation, design, development and unit testing of features, with robust coding standards. Qualifications / Knowledge 5+ years' of experience developing applications in C# with good knowledge of coding fundamentals. Financial Services experience is essential (Buy or Sell-Side). Knowledge of the standard pricing models e.g. Black Scholes, sensitivities, with a strong understanding of derivatives of at least one asset class. Experience working with interest rate curves, vol surfaces and other market data. Experience implementing trading/risks applications in C#. Experience implementing C++ pricing libraries. Strong knowledge of data structures, algorithms, and designing for performance. Great communication skills and the ability to work as part of a team - bouncing ideas off colleagues, building consensus around a design etc. - Ability to explain complicated concepts with ease. Master's degree or PhD in mathematics or any other relevant numerical field. What we offer: Competitive salary and compensation packages. Fully paid medical and discounted dental schemes for employees and their family. Enhanced parental leave for all employees who have been with the company for one (1) year. Fully stocked kitchen and access to Ubereats. Discounted gym scheme with Fitness First. Employee Assistance Programme. Paid study leave and personal leave. Why Elwood? Join one of the fastest growing FinTech companies and help shape the future of finance. A startup with deep financial backing and a strong market presence. Our platform is enabling institutional access to the most exciting growth opportunity in Finance. Work with a modern technology stack and help solve high impact problems. Strong client focused team with a diverse background. We're a Global company and have modern, centrally based offices in London, New York, Singapore & Jersey.
Jan 29, 2025
Full time
Elwood Technologies is a FCA regulated firm that provides end-to-end institutional-grade digital asset Execution, Liquidity Access and Portfolio Monitoring & Risk Management Software. Built with institutions for institutions, Elwood's EMS offers best available price execution, smart order routing and algorithmic tooling alongside a traditional finance grade Portfolio Management System. Built by industry experts with decades of combined experience in investment management and digital technology, we are now looking for a Senior Engineer to work on our EMS platform within the Engineering Team. Job Description We're currently looking for a Quantitative Developer to join our Quant team based in the UK. We have a mix of Quant Developers and Software Engineers bringing finance knowledge and enterprise scale software development respectively - occasionally both! The stack is comprised of C# .NET 5+ services which call into a proprietary C++ quant library and present results via a React frontend. Hosted on Linux in AWS with large calculations distributed over many instances, messaging via Redis. As part of the role, you will form an integral part of the team responsible for pricing and risk analytics available on our platform. You will contribute to the continued development of our models, whilst also working closely with the Product Team to implement new features, and provide desk support to our clients. Key Responsibilities Develop and enhance our in-house pricing and risk models, which are implemented in our digital Quant analytics library, written in C++. Build new services to meet critical product and business needs using C++ and Python. Build features that help customers collaborate on asset management. The functionality of the library is exposed to clients through a web based cross-asset Portfolio Management System providing clients with real time pricing, scenario, risk and P&L on their portfolios as well as the ability to structure and overlay new positions. Work with engineers, designers, product managers, and senior leadership to turn our roadmap and technical vision into a tangible product with timely deliveries. Monitor and support all Quant production system components (analytics, market data). Estimation, design, development and unit testing of features, with robust coding standards. Qualifications / Knowledge 5+ years' of experience developing applications in C# with good knowledge of coding fundamentals. Financial Services experience is essential (Buy or Sell-Side). Knowledge of the standard pricing models e.g. Black Scholes, sensitivities, with a strong understanding of derivatives of at least one asset class. Experience working with interest rate curves, vol surfaces and other market data. Experience implementing trading/risks applications in C#. Experience implementing C++ pricing libraries. Strong knowledge of data structures, algorithms, and designing for performance. Great communication skills and the ability to work as part of a team - bouncing ideas off colleagues, building consensus around a design etc. - Ability to explain complicated concepts with ease. Master's degree or PhD in mathematics or any other relevant numerical field. What we offer: Competitive salary and compensation packages. Fully paid medical and discounted dental schemes for employees and their family. Enhanced parental leave for all employees who have been with the company for one (1) year. Fully stocked kitchen and access to Ubereats. Discounted gym scheme with Fitness First. Employee Assistance Programme. Paid study leave and personal leave. Why Elwood? Join one of the fastest growing FinTech companies and help shape the future of finance. A startup with deep financial backing and a strong market presence. Our platform is enabling institutional access to the most exciting growth opportunity in Finance. Work with a modern technology stack and help solve high impact problems. Strong client focused team with a diverse background. We're a Global company and have modern, centrally based offices in London, New York, Singapore & Jersey.
Quantitative Developer - PnL Reporting and Trading Analytics London Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology and trading expertise has shaped QRT's collaborative mindset which enables us to solve the most complex challenges. QRT's culture of innovation continuously drives our ambition to deliver high quality returns for our investors. Your future role within QRT We are seeking a skilled C++/Python Quant Developer to focus on PnL reporting and trading analytics. The role involves developing and maintaining PnL reporting pipelines, ensuring accuracy, scalability, and performance. You will also contribute to the development and optimization of the trading system, working closely with cross-functional teams to deliver high-quality solutions that meet business needs. This role requires expertise in both C++ for performance-critical components and Python for building flexible tools and pipelines to process, analyse, and report PnL data effectively. Design, implement, and maintain PnL reporting and trading analytics features, ensuring accuracy and clarity for diverse stakeholders. Enhance and support C++ trading system components, implementing new features while ensuring robust system performance. Build and maintain Python-based tools for data processing, PnL / trading analytics, and reporting workflows. Optimize data pipelines for efficient handling of large-scale financial data across instruments, regions, and strategies. Debug and resolve issues in real-time systems, minimizing downtime and ensuring reliable reporting. Collaborate with quantitative researchers and traders to provide actionable insights through well-designed reporting solutions. Perform rigorous testing of code changes to ensure seamless integration into existing systems and prevent regressions. Develop robust, maintainable code following best practices in software engineering and quantitative development. Strong experience with both C++ and Python, particularly in performance-critical and data-driven applications. Deep understanding of PnL reporting and trading analytics concepts, including transaction cost analysis and financial instrument performance. Proven ability to work with large, complex codebases in trading systems or similar environments. Strong analytical and debugging skills, with a focus on identifying and resolving bottlenecks in data pipelines and systems. Familiarity with financial instruments (e.g., stocks, futures, bonds) and market data workflows. Experience with databases (SQL or NoSQL) for data storage and retrieval in reporting workflows. Strong understanding of software engineering practices, including version control (e.g., Git) and Agile methodologies. Bachelor's degree in Computer Science, Engineering, Finance, or a related field. QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance.
Jan 26, 2025
Full time
Quantitative Developer - PnL Reporting and Trading Analytics London Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology and trading expertise has shaped QRT's collaborative mindset which enables us to solve the most complex challenges. QRT's culture of innovation continuously drives our ambition to deliver high quality returns for our investors. Your future role within QRT We are seeking a skilled C++/Python Quant Developer to focus on PnL reporting and trading analytics. The role involves developing and maintaining PnL reporting pipelines, ensuring accuracy, scalability, and performance. You will also contribute to the development and optimization of the trading system, working closely with cross-functional teams to deliver high-quality solutions that meet business needs. This role requires expertise in both C++ for performance-critical components and Python for building flexible tools and pipelines to process, analyse, and report PnL data effectively. Design, implement, and maintain PnL reporting and trading analytics features, ensuring accuracy and clarity for diverse stakeholders. Enhance and support C++ trading system components, implementing new features while ensuring robust system performance. Build and maintain Python-based tools for data processing, PnL / trading analytics, and reporting workflows. Optimize data pipelines for efficient handling of large-scale financial data across instruments, regions, and strategies. Debug and resolve issues in real-time systems, minimizing downtime and ensuring reliable reporting. Collaborate with quantitative researchers and traders to provide actionable insights through well-designed reporting solutions. Perform rigorous testing of code changes to ensure seamless integration into existing systems and prevent regressions. Develop robust, maintainable code following best practices in software engineering and quantitative development. Strong experience with both C++ and Python, particularly in performance-critical and data-driven applications. Deep understanding of PnL reporting and trading analytics concepts, including transaction cost analysis and financial instrument performance. Proven ability to work with large, complex codebases in trading systems or similar environments. Strong analytical and debugging skills, with a focus on identifying and resolving bottlenecks in data pipelines and systems. Familiarity with financial instruments (e.g., stocks, futures, bonds) and market data workflows. Experience with databases (SQL or NoSQL) for data storage and retrieval in reporting workflows. Strong understanding of software engineering practices, including version control (e.g., Git) and Agile methodologies. Bachelor's degree in Computer Science, Engineering, Finance, or a related field. QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance.
Job description: XiP is building a next-generation cross-asset calculation system for Citi trading desks and enterprise users in the largest global financial markets and exchanges in New York, London, and other major financial hubs. Our team owns multiple Java Spring Boot Services that execute, partition, and track quantitative risk graphs/trades in a distributed environment. These graphs can fail due to their complexity and our system must adapt quickly to these failures to provide a seamless experience for clients. XiP Compute Services are deployed onto OpenShift and Amazon's Elastic Kubernetes Service (EKS). An important initiative in 2025 will be onboarding Google's Kubernetes Engine to further expand our coverage. Our system scales on-demand, and we can run up to tens of thousands of replicas of our services across all asset classes. The role of the Senior Technical Lead is to lead a variety of engineering activities including design decisions regarding technical direction of the platform with short, medium, and long-term changes, with a key focus on public cloud onboarding. The project requires constant review of the technologies, patterns and paradigms used to ensure the system is easy to understand, performant, scalable, testable, robust, and observable. The role is a conjunction of technical and managerial roles, with line-management duties, while giving technical direction to a growing team of developers globally. The platform is a Greenfield build using standard modern technologies such as Java, Spring Boot, Kubernetes, Kafka, MongoDB, RabbitMQ, Solace, Apache Ignite. The platform runs in a hybrid mode both on-premise and in AWS utilizing technologies such as EKS, S3, FSX. The main purpose of this role is to lead efforts of continued platform onboarding to AWS as well as the new initiative to deploy into GCP. The project is in a scale-out phase, with a goal of expanding the user base and workloads towards running billions of financial calculations per day across hundreds of thousands of cores. The aim of the project is to run all finance calculations for Citi's Front Office Markets business globally. Responsibilities: Steering platform onboarding into AWS and Google Cloud, while collaborating with Citi HPC team and AWS/Google partners. Challenging proposed and provided solutions in terms of performance, robustness and cost effectiveness. Making decisions regarding technical direction of platform, including evaluating new technologies and executing proof-of-concept implementations, with good understanding of various limitations. Identifying and defining necessary system enhancements to improve current processes and architecture. Hands-on coding of fixes, features, and improvements. Investigating reported or observed platform issues. Reviewing pull-requests from other team members and giving robust critique/feedback. Identifying and proposing teamwork enhancements. Reviewing requests for new features, balancing user requirements with defending the platform from complexity and low-value features. Collaborating with key partners across the firm for extending the platform, such as: the infrastructure provider group; quant group; upstream and downstream systems. Mentoring/coaching junior developers on coding/architecture approaches and best practices. Skills and Experience: Expert knowledge of distributed systems including event-driven architecture; at-least-once messaging; CAP Theorem; horizontal and vertical scaling strategies; massively distributed architectures. Expert knowledge of Java, JVM, memory management, garbage collection. Thorough understanding of multithreaded environment challenges. Expert knowledge of Spring, SpringBoot framework and associated technologies. Expert knowledge of test frameworks, such as Junit, Mockito, writing easily-testable code. Expertise in Java debugging, including remote debugging of services deployed to K8s. Expert knowledge of Kubernetes and associated technologies such as KEDA, Karpenter, ClusterAutoscaler, CoreDNS. Expert knowledge of SQL and/or NoSQL database technologies. Expert knowledge of various messaging protocols and technologies such as REST, HTTP/S, AMQP, WebSocket. Expert knowledge of Confluent Kafka. Experience and good understanding of core technologies provided by GCP/AWS, such as S3, FSX, EKS, SQS, SNS, Kinesis, AmazonMQ, DynamoDB, GKE, CloudStorage, PubSub, Filestore. Knowledge of modern observability technologies such as ELK, Splunk, Prometheus, Grafana, Micrometer. "What-if" thinking, while designing or reviewing solutions, to foresee or catch potential problems as early in the development process, as only possible. Nice to have: Good knowledge of Python, Groovy, Bash. C++ basic knowledge/experience. Good knowledge of PubSub model. Good knowledge of Finance, especially large-scale risk calculation. Good knowledge of representing complex calculations as graphs of instructions which can be horizontally distributed. Job Family Group: Technology Job Family: Applications Development Time Type: Full time Citi is an equal opportunity and affirmative action employer. Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran. Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi . View the " EEO is the Law " poster. View the EEO is the Law Supplement . View the EEO Policy Statement . View the Pay Transparency Posting .
Jan 21, 2025
Full time
Job description: XiP is building a next-generation cross-asset calculation system for Citi trading desks and enterprise users in the largest global financial markets and exchanges in New York, London, and other major financial hubs. Our team owns multiple Java Spring Boot Services that execute, partition, and track quantitative risk graphs/trades in a distributed environment. These graphs can fail due to their complexity and our system must adapt quickly to these failures to provide a seamless experience for clients. XiP Compute Services are deployed onto OpenShift and Amazon's Elastic Kubernetes Service (EKS). An important initiative in 2025 will be onboarding Google's Kubernetes Engine to further expand our coverage. Our system scales on-demand, and we can run up to tens of thousands of replicas of our services across all asset classes. The role of the Senior Technical Lead is to lead a variety of engineering activities including design decisions regarding technical direction of the platform with short, medium, and long-term changes, with a key focus on public cloud onboarding. The project requires constant review of the technologies, patterns and paradigms used to ensure the system is easy to understand, performant, scalable, testable, robust, and observable. The role is a conjunction of technical and managerial roles, with line-management duties, while giving technical direction to a growing team of developers globally. The platform is a Greenfield build using standard modern technologies such as Java, Spring Boot, Kubernetes, Kafka, MongoDB, RabbitMQ, Solace, Apache Ignite. The platform runs in a hybrid mode both on-premise and in AWS utilizing technologies such as EKS, S3, FSX. The main purpose of this role is to lead efforts of continued platform onboarding to AWS as well as the new initiative to deploy into GCP. The project is in a scale-out phase, with a goal of expanding the user base and workloads towards running billions of financial calculations per day across hundreds of thousands of cores. The aim of the project is to run all finance calculations for Citi's Front Office Markets business globally. Responsibilities: Steering platform onboarding into AWS and Google Cloud, while collaborating with Citi HPC team and AWS/Google partners. Challenging proposed and provided solutions in terms of performance, robustness and cost effectiveness. Making decisions regarding technical direction of platform, including evaluating new technologies and executing proof-of-concept implementations, with good understanding of various limitations. Identifying and defining necessary system enhancements to improve current processes and architecture. Hands-on coding of fixes, features, and improvements. Investigating reported or observed platform issues. Reviewing pull-requests from other team members and giving robust critique/feedback. Identifying and proposing teamwork enhancements. Reviewing requests for new features, balancing user requirements with defending the platform from complexity and low-value features. Collaborating with key partners across the firm for extending the platform, such as: the infrastructure provider group; quant group; upstream and downstream systems. Mentoring/coaching junior developers on coding/architecture approaches and best practices. Skills and Experience: Expert knowledge of distributed systems including event-driven architecture; at-least-once messaging; CAP Theorem; horizontal and vertical scaling strategies; massively distributed architectures. Expert knowledge of Java, JVM, memory management, garbage collection. Thorough understanding of multithreaded environment challenges. Expert knowledge of Spring, SpringBoot framework and associated technologies. Expert knowledge of test frameworks, such as Junit, Mockito, writing easily-testable code. Expertise in Java debugging, including remote debugging of services deployed to K8s. Expert knowledge of Kubernetes and associated technologies such as KEDA, Karpenter, ClusterAutoscaler, CoreDNS. Expert knowledge of SQL and/or NoSQL database technologies. Expert knowledge of various messaging protocols and technologies such as REST, HTTP/S, AMQP, WebSocket. Expert knowledge of Confluent Kafka. Experience and good understanding of core technologies provided by GCP/AWS, such as S3, FSX, EKS, SQS, SNS, Kinesis, AmazonMQ, DynamoDB, GKE, CloudStorage, PubSub, Filestore. Knowledge of modern observability technologies such as ELK, Splunk, Prometheus, Grafana, Micrometer. "What-if" thinking, while designing or reviewing solutions, to foresee or catch potential problems as early in the development process, as only possible. Nice to have: Good knowledge of Python, Groovy, Bash. C++ basic knowledge/experience. Good knowledge of PubSub model. Good knowledge of Finance, especially large-scale risk calculation. Good knowledge of representing complex calculations as graphs of instructions which can be horizontally distributed. Job Family Group: Technology Job Family: Applications Development Time Type: Full time Citi is an equal opportunity and affirmative action employer. Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran. Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi . View the " EEO is the Law " poster. View the EEO is the Law Supplement . View the EEO Policy Statement . View the Pay Transparency Posting .
Python Quant Developer (Programmer Software Engineer Python Fixed Income Bonds Rates Credit Equities Commodities Derivatives Amazon Web Services AWS Azure GCP Cloud Quantitative Analysts R Asset Manager Buy Side Investment Management Fund Hedge Fund Finance Front Office Trading Asset Manager) required by our asset management client in London. You MUST have the following: Advanced Python- strong design, architecture and build experience, including the implementation of standards and methodologies Excellent experience as a Quantitative Developer/Quant Developer- helping to take quant models into production and improve the frameworks and components in the environment A good foundation in finance, when on the buy or sell side Good ability to work and collaborate with Front Office stakeholders such as traders, quants, researchers etc Agile The following is DESIRABLE, not essential: Fixed Income knowledge, such as an understanding of durations and yield curves Cloud- AWS, GCP or Azure, whether commercially or at home Research within finance Asset backed securities (ABS), credit and rates products, Fixed Income derivatives Buy-side- asset management, investment manager, hedge fund Bloomberg BQuant exposure Role: Python Quant Developer (Programmer Software Engineer Python Fixed Income Bonds Rates Credit Equities Commodities Derivatives Amazon Web Services AWS Azure GCP Cloud Quantitative Analysts R Asset Manager Buy Side Investment Management Fund Hedge Fund Finance Front Office Trading Asset Manager) required by our asset management client in London. You will work in a team of 8 quantitative developers. This team is dedicated to the Fixed Income quantitative analysts and credit researchers across the company. You will be in a floating role as a senior/lead, contributing towards broader technology initiatives in the space, adding to and improving the framework and components. The work will all be in Python. Your Python will be excellent. Exposure to Bloomberg BQuant, R or Fixed Income would be beneficial but is not essential. Hours are 9-5 but can be flexed to allow for school-runs and other commitments. There is flexible working from home. Salary: £90-120k + 20% Bonus + 10% Pension
Feb 01, 2024
Full time
Python Quant Developer (Programmer Software Engineer Python Fixed Income Bonds Rates Credit Equities Commodities Derivatives Amazon Web Services AWS Azure GCP Cloud Quantitative Analysts R Asset Manager Buy Side Investment Management Fund Hedge Fund Finance Front Office Trading Asset Manager) required by our asset management client in London. You MUST have the following: Advanced Python- strong design, architecture and build experience, including the implementation of standards and methodologies Excellent experience as a Quantitative Developer/Quant Developer- helping to take quant models into production and improve the frameworks and components in the environment A good foundation in finance, when on the buy or sell side Good ability to work and collaborate with Front Office stakeholders such as traders, quants, researchers etc Agile The following is DESIRABLE, not essential: Fixed Income knowledge, such as an understanding of durations and yield curves Cloud- AWS, GCP or Azure, whether commercially or at home Research within finance Asset backed securities (ABS), credit and rates products, Fixed Income derivatives Buy-side- asset management, investment manager, hedge fund Bloomberg BQuant exposure Role: Python Quant Developer (Programmer Software Engineer Python Fixed Income Bonds Rates Credit Equities Commodities Derivatives Amazon Web Services AWS Azure GCP Cloud Quantitative Analysts R Asset Manager Buy Side Investment Management Fund Hedge Fund Finance Front Office Trading Asset Manager) required by our asset management client in London. You will work in a team of 8 quantitative developers. This team is dedicated to the Fixed Income quantitative analysts and credit researchers across the company. You will be in a floating role as a senior/lead, contributing towards broader technology initiatives in the space, adding to and improving the framework and components. The work will all be in Python. Your Python will be excellent. Exposure to Bloomberg BQuant, R or Fixed Income would be beneficial but is not essential. Hours are 9-5 but can be flexed to allow for school-runs and other commitments. There is flexible working from home. Salary: £90-120k + 20% Bonus + 10% Pension
Bloomberg's Quantitative Analytics team is responsible for the design and implementation of modelling analytics that support client pricing and risk management solutions for financial products across the entire suite of Bloomberg products and services, including its terminal with 300,000+ clients, trading system solutions, buy- and sell-side enterprise risk management, and derivatives valuation services. These models include those for pricing derivative products across all major asset classes, including market data; counterparty credit, XVA and initial margin; value-at-risk and other market risk metrics; and credit risk models. The team has two recent Risk Quant of the Year winners and is dedicated both to novel research as well as efficient model delivery through a modern C library. Within the Quantitative Analytics team, the Greeks Analytics group is responsible for developing efficient solutions for vanilla and exotic derivative portfolio sensitivity calculations, as well as deploying these into production in cooperation with our Model Validation, Engineering and Product Manager partners. Typical responsibilities will include: Industrial-strength implementation of a multi-curve framework and linear IRD pricing: Design and implement a modern post-Libor multi-curve construction engine with native Algorithmic Differentiation (AD) support Contribute to the design and extension of our derivative portfolio sensitivity calculation framework, focusing on AD based interest rate sensitivities Design and extend the public APIs for interest rate curve construction and sensitivity calculations Write modern, clean, reusable, well tested, peer-reviewed C code Improve the performance of derivative portfolio workflows, to reduce hardware costs Product management: Translate business requirements into precise math that translates well into algorithms Handle workflows and requirements from sell- and buy-side clients, both for trading and regulatory purposes Provide mathematical and technical documentation to internal stakeholders and external clients Keep up to date with mathematical, technical and regulatory innovation in the financial industry Stakeholder relationship management: Work closely with quants and quant developers to quickly iterate design and modelling decisions Liaise with business stakeholders: discuss and finalise specs, solve project issues Support our clients and Sales team Work closely with our Engineering department to integrate quant code into IT systems Discuss functionality and tests with Model Validation for release to production You'll need to have: A Masters or PhD level qualification from a leading university in a quantitative discipline (such as Mathematics, Physics, Engineering or Quantitative Finance). Significant experience (VP level or above) from a leading buy or sell-side institution developing, implementing, and delivering linear interest rates data, pricing and sensitivity analytics. Experience of Algorithmic Differentiation is useful. Proficient in modern C software design and implementation. Familiarity with Python is useful, but not essential. Good communication and writing skills and ability to interact productively and positively with multiple stakeholder teams, both internally and with external clients in support of our Sales teams. Why Bloomberg? Bloomberg is committed to diversity. It drives our innovation. At Bloomberg, you'll have the opportunity to go above and beyond and to take risks. You'll be a part of an organization that is entering new markets, launching new ventures, and pushing boundaries. Our ever-expanding array of technology, data, news, and media services fosters innovation and empowers clients - and offers nearly limitless opportunities for career growth. If this sounds like you: Apply if you think we're a good match. We'll get in touch to let you know what the next steps are, but in the meantime feel free to have a look at the below to give you an idea of how the quant work contributes to the overall Bloomberg offering: Bloomberg is an equal opportunity employer and we value diversity at our company. We do not discriminate on the basis of age, ancestry, colour, gender identity or expression, genetic predisposition or carrier status, marital status, national or ethnic origin, race, religion or belief, sex, sexual orientation, sexual and other reproductive health decisions, parental or caring status, physical or mental disability, pregnancy or maternity/parental leave, protected veteran status, status as a victim of domestic violence, or any other classification protected by applicable law. Bloomberg is a disability inclusive employer. Please let us know if you require any reasonable adjustments to be made for the recruitment process. If you would prefer to discuss this confidentially, please email . Alternatively, you can get support from our disability partner EmployAbility, please contact or
Dec 03, 2022
Full time
Bloomberg's Quantitative Analytics team is responsible for the design and implementation of modelling analytics that support client pricing and risk management solutions for financial products across the entire suite of Bloomberg products and services, including its terminal with 300,000+ clients, trading system solutions, buy- and sell-side enterprise risk management, and derivatives valuation services. These models include those for pricing derivative products across all major asset classes, including market data; counterparty credit, XVA and initial margin; value-at-risk and other market risk metrics; and credit risk models. The team has two recent Risk Quant of the Year winners and is dedicated both to novel research as well as efficient model delivery through a modern C library. Within the Quantitative Analytics team, the Greeks Analytics group is responsible for developing efficient solutions for vanilla and exotic derivative portfolio sensitivity calculations, as well as deploying these into production in cooperation with our Model Validation, Engineering and Product Manager partners. Typical responsibilities will include: Industrial-strength implementation of a multi-curve framework and linear IRD pricing: Design and implement a modern post-Libor multi-curve construction engine with native Algorithmic Differentiation (AD) support Contribute to the design and extension of our derivative portfolio sensitivity calculation framework, focusing on AD based interest rate sensitivities Design and extend the public APIs for interest rate curve construction and sensitivity calculations Write modern, clean, reusable, well tested, peer-reviewed C code Improve the performance of derivative portfolio workflows, to reduce hardware costs Product management: Translate business requirements into precise math that translates well into algorithms Handle workflows and requirements from sell- and buy-side clients, both for trading and regulatory purposes Provide mathematical and technical documentation to internal stakeholders and external clients Keep up to date with mathematical, technical and regulatory innovation in the financial industry Stakeholder relationship management: Work closely with quants and quant developers to quickly iterate design and modelling decisions Liaise with business stakeholders: discuss and finalise specs, solve project issues Support our clients and Sales team Work closely with our Engineering department to integrate quant code into IT systems Discuss functionality and tests with Model Validation for release to production You'll need to have: A Masters or PhD level qualification from a leading university in a quantitative discipline (such as Mathematics, Physics, Engineering or Quantitative Finance). Significant experience (VP level or above) from a leading buy or sell-side institution developing, implementing, and delivering linear interest rates data, pricing and sensitivity analytics. Experience of Algorithmic Differentiation is useful. Proficient in modern C software design and implementation. Familiarity with Python is useful, but not essential. Good communication and writing skills and ability to interact productively and positively with multiple stakeholder teams, both internally and with external clients in support of our Sales teams. Why Bloomberg? Bloomberg is committed to diversity. It drives our innovation. At Bloomberg, you'll have the opportunity to go above and beyond and to take risks. You'll be a part of an organization that is entering new markets, launching new ventures, and pushing boundaries. Our ever-expanding array of technology, data, news, and media services fosters innovation and empowers clients - and offers nearly limitless opportunities for career growth. If this sounds like you: Apply if you think we're a good match. We'll get in touch to let you know what the next steps are, but in the meantime feel free to have a look at the below to give you an idea of how the quant work contributes to the overall Bloomberg offering: Bloomberg is an equal opportunity employer and we value diversity at our company. We do not discriminate on the basis of age, ancestry, colour, gender identity or expression, genetic predisposition or carrier status, marital status, national or ethnic origin, race, religion or belief, sex, sexual orientation, sexual and other reproductive health decisions, parental or caring status, physical or mental disability, pregnancy or maternity/parental leave, protected veteran status, status as a victim of domestic violence, or any other classification protected by applicable law. Bloomberg is a disability inclusive employer. Please let us know if you require any reasonable adjustments to be made for the recruitment process. If you would prefer to discuss this confidentially, please email . Alternatively, you can get support from our disability partner EmployAbility, please contact or
A top performing and well-established Systematic Hedge Fund based in Central London is actively looking for a Python Developer to join its Fixed Income Trading desk. The role offers a great business exposure as you'd be working alongside 6 Portfolio Managers as well Researchers to code all sorts of applications, work with data sets of all shapes and sizes and productionise their trading strategies. Our client has posted some amazing returns since inception and this role is to further aid their rapid expansion and continue delivering high quality returns for their clients. As Python Developer you will be responsible for: Code new features alongside senior technologists and using cutting-edge tools Work with traders and quants to roll-out, support and run strategies Continually optimise key components for the platform Build new quantitative trading framework Requirements: Excellent Python programming skills Experience working in finance and knowledge of asset classes (ideally Fixed Income) Very high standards in code quality and good development practices Strong analytics skills Strong education background in STEM Benefits: Competitive salary (up to £100k) + performance related bonus Great company benefits Training and development Fast paced and exciting work environment Systems built using modern tech stack We will respond to all successful candidates shortlisted for this opportunity within 2 days and would advise all candidates to follow our LinkedIn company page for all the latest opportunities.
Dec 08, 2021
Full time
A top performing and well-established Systematic Hedge Fund based in Central London is actively looking for a Python Developer to join its Fixed Income Trading desk. The role offers a great business exposure as you'd be working alongside 6 Portfolio Managers as well Researchers to code all sorts of applications, work with data sets of all shapes and sizes and productionise their trading strategies. Our client has posted some amazing returns since inception and this role is to further aid their rapid expansion and continue delivering high quality returns for their clients. As Python Developer you will be responsible for: Code new features alongside senior technologists and using cutting-edge tools Work with traders and quants to roll-out, support and run strategies Continually optimise key components for the platform Build new quantitative trading framework Requirements: Excellent Python programming skills Experience working in finance and knowledge of asset classes (ideally Fixed Income) Very high standards in code quality and good development practices Strong analytics skills Strong education background in STEM Benefits: Competitive salary (up to £100k) + performance related bonus Great company benefits Training and development Fast paced and exciting work environment Systems built using modern tech stack We will respond to all successful candidates shortlisted for this opportunity within 2 days and would advise all candidates to follow our LinkedIn company page for all the latest opportunities.