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C# (some C++) Developer Quant Analytic Libraries- Investment Banking

Premium Job From Adlam Consulting
Recruiter: Adlam Consulting
Listed on: 17th December 2020
Location: London
Salary/Rate: £600 - £750
Salary Notes: Day Rate
Type: Contract
Start Date: ASAP

C# with some C++, Developer working on Quant analytic libraries.

C# Developer  with good knowledge of DotNetCore/DotNetStandard/Frameworks and their differences to work on quant analytic library projects. You will also need C++ for tricky low level problems / debugging.  

C#  developer / problem solver to work on a large change project working with quant analytic libraries. Ideally with nuGet/teamCity and CI frameworks/SVN/GIT/Visual Studio/Network services (eg REST). Someone who can compile different technologies to fit together really well to provide innovative solutions.  Work closely with quants to ensure projects are structured coherently. 

Responsibilities:-

- Technology migrations eg dot net framework to core/standard first project part way through.

- Independently plan large scale development and change projects to achieve goals and minimize impact on those working on the code base including robust testing - significant problem solving involved.

- Implement the agreed changes in a pragmatic and efficient way

- Work with teams owning analytics to ensure any changes are robustly tested for functionality and performance

- Interaction with teams downstream in the chain who have dependencies on these libraries.

This role works on the development library structure used to deliver quant analytics. These are used cross-asset for pricing and risk management continuing the process of maintaining and upgrading. There are a number of projects, one involves migrating away from DotNet Framework onto a cross platform ready solution and analysing what would be needed to make the libraries or their testing cloud ready, for the xVA business; 

 

Skills & Qualifications

- Proven coding track record in C# Windows, although Linux UNIX very good to have.

Very good C++ for debugging and tricky low level problems.

- Skills to manage a large change project

- Experience of nuGet/teamCity and CI frameworks/SVN/GIT/Visual Studio/Network services (eg REST) useful

- DotNetCore/DotNetStandard/Frameworks and their differences

This is a long term role.

Adlam Consulting operates as an Employment Agency & an Employment Business.

Applicants must be eligible to work in the specified location

Contact Name: Adlam Consulting Ltd
Reference: TJ/7528/JSADL02992
Job ID: 2881026



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