Job Description

Description

The QuantDev team within the FID strategists group support the FID trading desks Exotics Rates, Hybrids, Inflation, Rates Options & FX by building pricing and risk models in the production system. In addition, the team also provide daily support desk in day-to-day pricing requests and risk management issues.
Role profile:
We are looking for a technical, hands-on specialist to handle aspects of the testing and release process, and help improve our automated build, release, integration and testing infrastructure for the pricing and risk modelling libraries. The role spans the end-to-end software development cycle, including managing source code branches, preparing and delivering release candidate builds into testing, working with QA, IT and desk-aligned strategies teams through the test cycle; and helping to integrate the libraries into consumer applications. The successful candidate will help to maintain and improve the build, test and configuration automation covering the entire lifecycle across several million lines of C , java, and scala source code.
This is a challenging and high-profile role because the majority of the fixed income portfolio is valued and risked using these libraries, which are used by many varied applications throughout the firm and have multiple inter-dependencies. This requires that we build the libraries in a consistent manner on multiple different platforms, and integrate them into the varied application landscape, which is itself constantly changing. Our ability to patch, test and release new functionality within hours if not minutes can be critical to our success as a business and the successful candidate will be critical to helping us achieve this.

Qualifications

Essential:
Experience with c build tools including cmake, premake, make, visual studio devenv/msbuild, and build acceleration tools such as Incredibuild, distcc and ccache

Experience as a build and release, testing, and/or configuration management engineer in linux and windows, including hands-on Jenkins experience

Experience with perforce and git (other SCM systems also ok) including writing of customised scripts (eg in python) for tasks such as promotion and propagation, and standard code quality tools such as sonar, cpplint

Some development experience in java or C so as to be able to drop into scala or c development at any time for example to conduct code mergers or modify tests

Experience of working in a globally distributed team

Desired:
Experience of fixed income derivatives and working as part of a front-office team of quant-developers
Education: Any Graduate
Industry: Financial Services/Stockbroking

Skills Required