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BlueCrest Capital Management

RAD Quantitative Developer

BlueCrest Capital Management, New York, New York, us, 10261


Job Title: RAD Quantitative Developer

Location: New York

Department: Technology

Permanent

Department Overview:

The front office RAD technology team is responsible for maintaining and building trading desk tools, both bespoke to pods and general to a desk.

The team sits within the Front Office technology group, which also contains Quant Research and the Risk and Data Technology teams.

Role Overview:

The primary focus of this role is to face off to the traders and to meet any of their RAD tool requirements. These requirements vary from small tasks, such as risk reports using data outputted from core systems, to larger projects, including trading workflow and risk systems, scenario tools, etc.

Any technology can be used to fulfill these requirements, and a pragmatic approach must be taken at all times. Key factors include time to market, fitness for purpose, and code reusability. The traders prefer Excel front ends; hence there is a lean towards this technology, but these Excel front ends are generally underpinned by C# library functions, MongoDB, and SQL Server databases.

This is an excellent opportunity for someone with front office experience to further grow their exposure to cross-asset products and to deliver a solution whose benefits are highly visible and desired by the business sponsors.

Experience Required:

At least 4 years in Finance/Technology, plus a strong technical or mathematical degree.

Essential Skills:

C#, Excel, SQL Server, VBA, Front Office development, Fixed Income, and Derivatives business knowledge.

Desirable Skills:

Commodities, FX, Equity business knowledge, Python.

About You:

In this role, you must be self-motivated and able to face off to senior business users on the trading desks and the risk desk. You must be able to gather requirements, design elegant but pragmatic solutions, and implement them through to release.

This is a highly technical role, requiring the ability to understand object-oriented programming and how to build reusable library functions within the code quant library framework. This implies that the candidate should be very comfortable with the full software development lifecycle and should be able to demonstrate adherence to best practices in all areas of their work.

Delivery is key in this role, as is the ability to balance rapid BAU change while progressing with longer-term strategic development.

BlueCrest is committed to providing an inclusive environment for its workforce. As an employer, we provide equal opportunities to all people regardless of their gender, marital or civil partnership status, race, religion or ethnicity, disability, age, sexual orientation, or nationality.

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