AVP – Quant Strategist – BFS – Iit/nit

4 - 9 Years
Gurgaon
Not Disclosed by Recruiter
Posted: 18 days agoOpenings: 1Job Applicants: 13Job Views: 29

Job Description

JOB DESCRIPTION-

The core quant teams are assisted by the SAF Engineering team who provide development expertise and experience for highly technical and specialist aspects of the library. Particularly focusing on:

- Thread safety

- Performance optimisation

- Multi-core, multi-processor development

- High performance algorithms

- Grid computing

- The SAF Library is a very large (6m+ lines) cross platform C++ analytics library, providing a general purpose mathematical and analytical utility library for multiple systems, applications and areas of the bank.

- The SAF Engineering team is responsible for the core underpinnings of the SAF library and developing tools and systems to enhance and optimise the development environment. We work on performance analysis and optimisation of the library along with long term strategic re-engineering and re-factoring of the code base. Investigating and introducing new technologies and features into the library.

- Current projects include cloud enablement, containerisation and modularisation or the monolithic codebase.

- The library is cross platform and developed on Windows, Linux, 32 and 64 bit platforms. We are responsible for investigating, researching and integrating new third party libraries (e.g. MKL, nlopt) and identifying potential new areas for progress, development and change.

- Knowledge of derivatives markets or models is not a prerequisite for this engineering role, however there will be opportunities to gain knowledge and experience from the quant groups you will work with and the capacity to learn and working across multiple asset classes and products.

The Responsibilities:

Key Responsibilities include:

- Developing core library infrastructure code.

- Working closely adding features required by the Quant modelling teams.

- Performance enhancements, ad-hoc development and bug fixes.

- Enhancing, developing and extending the DevOps framework underpinning the library creation.

- Get familiar with and work on the build infrastructure and tooling.

- Work with a range of teams including Quant Development (India), Quant Development (London) and Quant Analytics (London)

Longer term:

- Take ownership of and work on project work for SAF client projects

- Become involved in strategic Cloud development projects

- Investigate and introduce new core technologies and techniques into the library

The Requirements:

Essential Experience: (must have)

- Strong computer science background with strong programming skills. Good knowledge of C++, plus VM languages (e.g. Java, C#), scripting languages (e.g. Python, Perl)

- Strong understanding of multithreading, performance optimisation, high performance algorithm.

- Excellent problem solving and analysis skills, understanding of data structures/algorithms.

- Excellent communication skills, both verbal and written to engage with senior members of the wider team globally.

Supplementary Experience: (Good to have)

- General experience or knowledge of financial products/investment banking concepts.

- Any experience of specific asset classes (Rates, FX, Credit etc)

Required Candidate profile

Qualification - Ideally the candidate will hold a higher degree (preferably Masters) in a Computer Science / Mathematical field only from Premier Engineering College (IIT/NIT).

Salary: Not Disclosed by Recruiter

Industry:Recruitment / Staffing

Functional Area:IT Software - Application Programming, Maintenance

Role Category:Senior Management

Role:Head/VP/GM-Technology(IT)/CTO

Employment Type:Full Time, Permanent

Keyskills

Desired Candidate Profile

Please refer to the Job description above

Education-

UG:B.Tech/B.E. - Computers

PG:M.Tech - Computers, MS/M.Sc(Science) - Computers, MCA - Computers

Doctorate:Doctorate Not Required

Company Profile

Black Turtle India Pvt Ltd

Black Turtle India Pvt Ltd.
View Contact Details+

Recruiter Name:HR

Contact Company:Black Turtle India Pvt Ltd

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