The Junior Quanititve Analyst/Developer will sit alongside the wider Investments team gaining exposure to important parts of the business and will work with the members of the Quantitative team with all aspects of their remit

The Investments Quantitative team support the different members of the wider Investments team (e.g. New Business (BPA), ALM, Structuring) with both long-term projects and ad-hoc requests, through model/tool development and improvement using principally C++ with some Python.

The role-holder will sit alongside the wider Investments team gaining exposure to important parts of the business and will work with the members of the Quantitative team with all aspects of their remit. There is also scope for the role holder to improve existing practices and processes and to influence the direction of future development within this recently created team.

Ideally the role-holder will have a range of different skills spanning quantitative finance, mathematics and development, although it is appreciated that there may not have been opportunity for someone at a graduate / junior level to gain exposure to all of these. Instead a willingness to learn, and more importantly a curious / entrepreneurial nature, will make up for gaps in knowledge.

Key Responsibilities 

•             Work with other members of the Investments Quantitative team, helping out with a range of possible tasks and projects

•             Assume ownership, shared or otherwise, of parts of the in-house library/application written in C++

•             Support and enhance various tools used by the New Business team; generally taking the form of an Excel spreadsheet and a Python back-end

•             Take ownership of a range of technical issues and escalate with relevant in-house and vendor teams to achieve resolution

•             Use of initiative to improve processes and workflows, e.g. static analysis, improved testing, additional compilers, participation in code reviews

•             Create and administer the Continuous Integration processes of new and existing projects – Perforce streams / Jenkins jobs / build servers / deployment to environments i.e. Windows (local & server) Linux (Azure)

Qualifications:

• Degree level or equivalent, in a highly quantitative subject.
• Post graduate qualification in mathematical / computational finance or financial engineering highly desirable

Knowledge:

A combination of:

• Basic mathematics, e.g. calculus, linear algebra, statistics, probability
• Good programming skills in at least one language and knowledge of computer science fundamentals, e.g. data structures, algorithms, complexity
• Understanding of various concepts in financial engineering e.g. stochastic calculus, risk neutral/martingale methods, interest rate modelling, derivative pricing, financial statistics / time-series modelling, Monte Carlo simulation, numerical integration, minimisation, solvers

Desirable:

• Experience of modern C++ (11/14/17), STL
• Experience of Python
• Experience of numerical computation in Python, e.g. Numpy / Scipy / Pandas
• Experience of developing modules in Python, including experience interfacing with routines written in C++ (e.g. using pybind11)
• Experience of interfacing Excel with both C++ and Python (e.g. COM and xlwings)
• Experience of VBA
• Experience of continuous integration – source code control / automated builds / testing

Skills:

• Highly technically literate, quantitative and inquisitive
• A general desire to learn and build new things through experimenting/tinkering
• Desire to produce clean, high-quality, efficient, well tested and documented code
• Ability to work both alone and as part of a team undertaking research as necessary to discover / develop novel solutions to problems, or improvements to existing methods
• Desire to gain knowledge both from colleagues and by taking the initiative to perform occasional self-study e.g. reading papers/journals, attending conferences
• Ability to take ownership of multiple, simultaneous projects
• Sound documentation and communication skills in a client / customer facing environment

Whatever your role, we reward ability, performance and attitude with a package that looks after all the things that are important to you. Our employees have a wide range of benefits including a generous pension scheme, life assurance, 25 days’ holiday, private medical insurance, discretionary performance related bonuses, paid overtime, a variety of share schemes, discounts at both a huge range of high street stores and our own great products, your hard work will be rewarded when you join us.

For more information please contact Chloe McCauley, Resourcing Lead - chloe.mccauley@landg.com.