As a Director of Quant Software engineering, Derivatives, you will be a part of Quantitative Research and Investments Technology organization and will play a key role in defining and developing derivatives and other quantitative technology products to solve research problems for investment professionals and senior management executives leading strategic Quantitative research initiatives. You will be a part of a small team building a new derivatives application allowing valuing and managing complex derivatives contracts. You will distill abstract research-oriented problems to technology solutions and execute them quickly. You will work closely with senior executives, portfolio managers, analysts and researchers to deeply understand experimentation methodology and enable faster, better experiments using technology solutions. You will be collaborating with other technology team members in a dynamic and fast-paced environment. You will build scalable, reliable and highly available technology solutions based on engineering best practices in areas such as portfolio construction, risk management, and alpha research.

The Expertise & Skills You Bring

• Degree in a computational field such as Computer Science

• 10+ years’ hands on experience with software engineering

• Practical experience developing applications for asset management or global capital markets

• Experience working with derivatives for at least one asset class (interest rate, credit or FX) is must

• Development experience using Python (Design, Develop, Test, Debug, Deploy)

• Object Oriented development experience, ideally with Java & Python

• Experience working with SQL and PL/SQL on Database (Oracle, Snowflake)

• Exposure to test automation frameworks (unit & integration)

• Experience with RESTful APIs

• Experience with UI development with Angular is a plus

• AWS cloud environment and understanding of CI/CD & DevOps

• Experience using agile development practices.

• Experience with numerical-analysis software libraries is a plus.

• Focus on delivering customer value in a challenging environment.

• Understand and adapt to changing business priorities.

• Strong knowledge of technology trends in implementing business application

The Team

Asset Management Technology (AMT) provides worldwide technology and support to all the Investment Management, Research, Trading, and Investment Operations functions. We are seeking a Director, Quant Software Engineer to join our Quantitative Research & Investing Technology organization. This role will be part of our Quantitative Engineering team, which is responsible for delivering & maintaining solutions for Quant Research team.