Quant Developer in Python and C+

hace 2 meses

Boadilla del Monte, España Santander A tiempo completo

Quant Developer in Python and C++ - SCIB
Country: Spain

SCIB Markets is seeking a talented Quant Developer in Python and C++ with strong ability, interest, and experience in design, development of libraries and DevOps to join our growing team of quants "Linear Rates, Inflation and Pricing Tools", focused on developing and maintaining pricing libraries for linear interest rates, inflation models, and pricing & risk tools for Trading, Sales, and Risk areas.

The position is based in our headquarters in Boadilla del Monte, Madrid.

WHAT YOU WILL BE DOING

As a Quant Developer in Python and C++ you will play a key role in designing, implementing, and optimizing the tools and quants libraries, ensuring they meet the highest standards of quality and performance.

We need someone like you to help us in different fronts :

  • Contribute to the design, implementation, and maintenance of our C++ and Python pricing libraries.
  • Maintain Jenkins and ensure the quality of software developed by the team.
  • Lead and guide the team in adopting agile development practices, such as TDD, CI, and CD.
  • Work with the team to enhance their Git skills and encourage the adoption of best practices.
  • Establish and maintain code quality standards.
  • Foster a culture of continuous learning and improvement within the team.
  • Collaborate with the team to identify and eliminate bottlenecks in the development process.
  • Develop and optimize algorithms for performance and efficiency.
  • Refine existing quantitative frameworks and tools to ensure they adhere to best practices.
  • Develop, improve, and maintain robust testing processes for our quantitative libraries and tools.
  • Stay up to date with the latest advancements in technology relevant to the role.

EXPERIENCE

  • Experience in Rust is highly valued.
  • At least 3 years of experience programming in C++ and/or Python, with a strong understanding of object-oriented programming principles.
  • At least 3 years of experience in DevOps tools (Jenkins, testing frameworks, automatic build).
  • Experience working with or as part of a quant team is desirable.

EDUCATION

Master’s degree in computer science, Engineering, Mathematics, Physics, or a related quantitative field.

SKILLS & KNOWLEDGE

Required Skills & Experience :

  • Strong complex-problem-solving skills with the ability to creatively approach new challenges.
  • Knowledge of software engineering principles (SOLID, DDD).
  • Understanding of DevOps practices and tools (Jenkins, build automation).
  • Familiarity with compilers (gcc, clang, visual studio) and build tools (cmake).
  • Fluent in English, both written and spoken.

Desired Skills :

  • Experience with Rust programming language.
  • Experience with at least some of the key activities mentioned above is a plus.
  • Experience implementing complex mathematical algorithms and models, even in other industries.
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