Scala Developer

My client, a leading investment bank is urgently looking for 2 x Scala developers with experience in either C++ or Java and Scala (or other functional language including Haskell or Clojure) for a rolling 12 months contract.

Overview:

The Core Analytics Team is a global team of 32 quant developers who write and maintain model library infrastructure and framework for Fixed Income derivatives and are responsible for integrating the analytics into the riskthe goal of core analytics is to bring these libraries together to form a single fid-wide analytics library. The products covered by the libraries range from bonds and curves (for which we also write all the analytics) to vanilla and exotic FX, IR and credit options (for which we own the payoff and cashflow representation). The framework encompasses analytic, backward induction and monte-carlo pricing engines.

Skills required:

- very strong C++ or Java development on linux and windows
- very strong Scala or other functional language - Haskell or Clojure
- experience of developing quant model libraries. It is more important to have strong library design skills than to have an indepth understanding of the models themselves
- experience of building deploying and supporting XL addins
- experience of build/release process on multiple platforms (eg experience of electric commander, jenkins or distributed build tools and compilation acceleration tools such as Electric Accelerator )
- understanding of interest rate options pricing and models
- good communication skills. The role will involve cooperation with colleagues in other offices as well as daily interaction with desk strats and modellers

Soft skills:
Fluent in English (speaking and writing)
Outstanding problem solving skills
Proactive, self starter, autonomous
Good team spirit
Ability to work under pressure with multiple assignments

As we receive such a high volume of applications every day, regretfully, we are only able to respond to successful candidates.