Quant Developer
BGC Partners
19h ago

Pre Trade Technology Quant Developer

Role Summary

BGC Partners are looking for a flexible, hard-working, numerate, energetic and confident, delivery-oriented developer to work directly with very busy trading desks (interest rate swaps, interest rate options, FX, commodities etc).

You will be working as part of an extremely dedicated global team, responsible for developing and supporting real-time pricing / analytics functionality for brokers and for producing prices for external distribution to market data vendors.

You will be liaising with Quants and will require a highly pro-active approach with the ability to liaise with the business / teams to fill in the gaps where more information is required to create / complete tasks for captured stories within business constraints, using an Agile approach.

The group is globally responsible for real-time pricing models used on the broking desks, and the distribution of prices internally within the group for, distribution to Reuters, Bloomberg, and external web applications.

With teams in New York, London, Hong Kong and Sydney, the teams work closely and iteratively with desks all over the world to provide innovative, revenue-facilitating pricing, and related analytics applications.

Due to the nature of the role, we need individuals who can think on their feet, derive solutions that will benefit future possible requirements, as well as other teams through, collaborative and "out-of-the-box" thinking.

Key Responsibilities

  • Development and integration of pricing models
  • Building and extending real-time application development framework
  • Research & development of approaches to solve new and existing problems
  • Development of pricing models within an application development framework
  • Use, integration, and development of Quantitative Libraries
  • Skills / Experience

  • Essential Experience in working within real-time event driven environments Experience using shared frameworks for the delivery of solutions Track record of data-driven development and unit-testing, mocking and back-testing Proven background in multiple languages and willing to learn additional languages when required Essential Languages : C++ (Minimum Level : Advanced), C#
  • Desirable Background with multiple asset classes is an advantage Pricing analytics background Previous exposure to : Electronic Trading Systems & Execution Platforms Container frameworks and the tooling that goes with them Desirable Languages / Technologies : Python
  • Personal Attributes

  • Problem solving : Proven ability to take complex business requirements and translate these into tangible, workable and commercially smart solutions while leveraging best practice tools and techniques
  • Analytical : Ability to understand and respond to complex problems, draw and present the right insight and recommendations effectively
  • Collaborative approach to working as part of a global team
  • Confident communicator
  • Capable at managing your own work load, while providing regular feedback to management
  • To be alert to Conduct Risk issues, specifically the risk of harm to client interests, market integrity and / or competition in financial markets due to inappropriate practices or behaviours across the firm
  • Agency Notice*
  • BGC Partners & affiliates do not accept agency resumes. Please do not forward resumes to our job alias, employees or any other company location.

    BGC Partners & affiliates are not responsible for any fees related to unsolicited resumes. Please contact the Recruitment function for additional details

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