Senior Quant Developer (fixed term contract for 12 months)


Premium Job From T Rowe Price

Recruiter

T Rowe Price

Listed on

8th November 2023

Location

London

Salary/Rate

Competitive

Salary Notes

Competitive

Type

Contract

This job has now expired please search on the home page to find live IT Jobs.

There is a place for you at T. Rowe Price to grow, contribute, learn, and make a difference. We are a premier asset manager focused on delivering global investment management excellence and retirement services that investors can rely on today and in the future. The work we do matters. We invite you to explore the opportunity to join us and grow your career with us.

 

About the Role:

The T Rowe Price Fixed Income Technology team is looking for a Senior Quant Developer with banking / financial services experience; specifically coming from a Front Office, quantitative background with a working knowledge of Fixed Income markets, securities, and analytics. The successful candidate will help expand the team in London to support the development and delivery of quantitative research and models in partnership with our Fixed Income Quantitative Research Analysts (Quants).

This is a hands-on, full development lifecycle role - from gathering requirements to proposing and delivering solutions - which provides an opportunity to solve complex business, logic, data, and technical challenges. This is a unique role where you can leverage both your exceptional technology skills and your financial knowledge.  You will be called upon to leverage your technical and analytical expertise to solve both computational and data-related problems.

You will work with smart, talented people across our business. We will expect you to be agile, to lead and to think outside the box. In return, we will give you challenging work that has a meaningful impact as well as opportunities to learn and grow and operate within a collaborative culture that encourages every member of our team to bring their point of view to the table"because that is how we help our clients succeed. 

 

Responsibilities

Partnering with Quants to deliver models to inform the investment decision making process

Innovate and improve proprietary models and algorithms; design and deliver in terms of high reliability, resiliency and scalability

Solves unique problems that have a broad impact and delivery of business value

Build large-scale distributed computing programs to generate insightful analytics and present results in user-friendly visualization

Leads disciplinary or cross-functional initiatives of notable risk; uses sophisticated analytical thought to identify innovative solutions

Operates as a hands-on technologist and delivers within a team as an individual developer

 

Minimum qualifications:

Strong academic record and a degree with high mathematical and computing content e.g., Computer Science, Mathematics, Physics, Engineering or Financial Engineering from a leading university.

5+ years of progressive software engineering experience.

Experience of Front Office software development within Asset Management, Hedge fund, Investment Bank or FinTech

Working knowledge of Fixed Income markets, securities, and analytics.

Willingness and excitement to learn unfamiliar quantitative subjects or tools/technologies, as required on the job.

Strong analytical skills; experience working with and analyzing large data sets.

Proficiency in coding, demonstrated interest in translating algorithms and models into production quality code.

Expert knowledge in multiple modern programming language(s) - Python, R, Java, C/C++.

Proficient on Linux platforms with knowledge of various scripting languages.

Strong knowledge of one or more SQL/no-SQL database technologies and their application.

Strong understanding of testing approaches with a focus on performance and accuracy

Experience operating under Agile environment to deliver software increments in an adaptive and iterative manner

 

Preferred qualifications:

Advanced degree in quantitative field e.g., Computer Science, Mathematics, Physics, Engineering or Financial Engineering

Knowledge of following technologies; Python, R, JavaScript, Kubernetes, Docker, Jupyter Notebook, R Studio, Gitlab CI/CD

An advanced level of relevant mathematical knowledge e.g., statistics, time-series analysis, asset pricing theory, optimization algorithms.

Experience with algorithms and data structures

Experience building containerized applications and deploying to public or private clouds, such as Amazon Web Services (AWS), Google Cloud Platform (GCP), Microsoft Azure, or similar providers.

Experience of web-based development and visualisation technology for portraying large and complex data sets and relationships

Working knowledge of Bloomberg products a plus e.g. Terminal, B-PIPE PORT

CQF is a nice to have.

 

Commitment to Diversity, Equity, and Inclusion:

We strive for equity, equality, and opportunity for all associates. When we embrace the power of diversity and create an environment where people can bring their authentic and best selves to work, our firm is stronger, and we create greater value for our clients. Our commitment and inclusive programming aim to lift the experience for each associate and builds allies for our global associate community. We know that a sense of belonging is key not only to your success at the firm, but also to your ability to bring your best each day.

Rowe Price is an equal opportunity employer and values diversity of thought, gender, and race. We believe our continued success depends upon the equal treatment of all associates and applicants for employment without discrimination on the basis of race, religion, creed, colour, national origin, sex, gender, age, mental or physical disability, marital status, sexual orientation, gender identity or expression, citizenship status, military or veteran status, pregnancy, or any other classification protected by country, federal, state, or local law.

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