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Quant Developer

  • London, UK
Job #: 44530
Ranked as #12 on Forbes’ List of 25 Fastest Growing Public Tech Companies for 2017, EPAM is committed to providing our global team of 25,900+ EPAMers with inspiring careers from day one. EPAMers lead with passion and honesty, and think creatively. Our people are the source of our success and we value collaboration, try to always understand our customers’ business, and strive for the highest standards of excellence. No matter where you are located, you’ll join a dedicated, diverse community that will help you discover your fullest potential.

DESCRIPTION


We are looking for enthusiastic quantitative analyst/developers with excellent analytical and programming skills. You have a keen interest in quantitative finance and risk modelling.

Responsibilities

  • Act as a specialist within the Quantitative Analytics team regarding development and implementation of pricing and risk models and applications following principles of good software design and parallel computing
  • Closely collaborate with the IT model integration team following the SCRUM methodology for software development
  • Co-operate with business users such as trading desks and risk departments
  • Maintain tools, programming libraries and test environments that are set up to support the model development and integration cycle including new product development
  • Perform quantitative analysis on market data, trade requests and pricing and risk functionality to support the business
  • We are looking for enthusiastic quantitative analyst/developers with excellent analytical and programming skills. You have a keen interest in quantitative finance and risk modelling

Requirements

  • A university degree (MSc or PhD) in a quantitative field (computer science, mathematics, physics or engineering) with proven relevant experience (> 5 years) in building preferably pricing and risk libraries for trading and/or risk purposes
  • Strong knowledge of C++ including design patterns, parallel programming (e.g. MPI or CUDA), design of efficient numerical applications, API design and software development based on (automated) regression and unit tests
  • Excellent knowledge of financial instruments and the financial markets, including risk and pricing models
  • Fluency and excellent writing skills in English

We offer

  • Competitive compensation depending on experience and skills
  • Opportunity to work on leading edge platforms, working in a fast-paced, agile, software engineering culture
  • Knowledge-sharing with colleagues from EPAM's global tech communities
  • Regular performance feedback and salary reviews
  • Opportunities for professional growth

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