Description
We are seeking a Core Quantitative Strategic Analytics Engineer to join our Group Strategic Analytics (GSA) team, which is part of the Group Chief Operating Office (COO). As a bridge between business divisions and infrastructure functions, GSA delivers efficiency, control, and transformational goals across the organization.
You will drive enhancements, extensions, and systemic optimizations of our strategic Kannon platform, primarily developed in C++ and Python. You will design, build, and tune core functionality ranging from trade pricing and risk valuation to automated controls and high-performance backend infrastructure.
Responsibilities
- Analyze, design, and develop core platform functionality in C++ and Python, focusing on code efficiency, memory management, and execution speed.
- Design, optimize, and maintain high-performance data layers using MySQL, SQLite3, and Redis.
- Configure, monitor, and optimize various Linux services and applications to ensure high availability and minimal latency.
- Proactively identify and resolve performance bottlenecks across the entire application stack.
- Build and maintain shared valuation, risk, P&L, marking, and calibration frameworks used cross-asset within the Kannon platform.
- Strengthen the core C++/Python interfaces, APIs, and shared libraries relied upon by downstream asset-class Strats teams.
Requirements
- Strong professional experience in an object-oriented programming language with deep technical proficiency in C++ and Python in a Linux environment.
- Designing and scaling Redis instances, including caching strategies and memory eviction policies.
- Deep familiarity with the Linux operating system, including configuring and optimizing system services.
- Proven experience using profiling, debugging, and analysis tools to diagnose and resolve CPU, memory, and I/O latency issues.
- Good software architecture experience, such as building shared libraries, frameworks, or platform components consumed by other developers.
- Strong interpersonal skills with the ability to explain complex technical optimizations and system requirements clearly to stakeholders and downstream teams.
Benefits
- Hybrid Working: eligible employees can work remotely part-time.
- Competitive salary and non-contributory pension.
- 30 days' holiday plus bank holidays, with the option to purchase additional days.
- Life Assurance and Private Healthcare for you and your family.
- A range of flexible benefits, including Retail Discounts, a Bike4Work scheme, and Gym benefits.
- Opportunity to support a wide-ranging CSR programme + 2 days' volunteering leave per year.