Fixed Income Risk Engineer (Python)

Rothesay

Rothesay is the UK’s largest pensions insurance specialist, purpose-built to protect pension schemes and their members’ pensions. With over £70 billion of assets under management, we secure the pensions of more than one million people and pay out, on average, approximately £300 million in pension payments each month. Rothesay is dedicated to providing excellence in customer service alongside prudent underwriting, a conservative investment strategy and the careful management of risk. We are trusted by the pension schemes of some of the UK’s best known companies to provide pension solutions, including British Airways, Cadbury, the Civil Aviation Authority, the Co-Operative, Morrisons, Smiths Industries and Telent. At Rothesay, we are striving to transform our industry. We believe deeply in creating real security for the future and our leadership in finding new and better ways to do that is the key to our success. To do that, we need the very brightest original thinkers to bring creativity as well as rigour. Rothesay is a rewarding place to work, where quality people can thrive and prosper. We pride ourselves on the connections our people build, many of whom have been with us for over ten years. Job title: Quantitative Engineer Contract: Permanent Under the leadership of the Chief Technology Officer, Rothesay has launched a multi-year project, Project Quest, to redevelop and modernize the full technology stack, encompassing pricing and other analytics, risk management, market data and trade capture and reporting. Project Quest is nearing the end of phase two, which has successfully delivered to production several key components and established the core engineering required for the new platform. As we move into phase three, which will involve multiple and varied projects running in parallel, we have opportunities for a select few new hires to join the Quest team. This is a rare chance to work with and learn from Rothesay’s team of extremely highly regarded, experienced and friendly software engineers. At Rothesay Life every employee has the opportunity to make a real impact to the business. The engineering team are open to new technologies and creative ideas. Responsibilities: * Be part of the team responsible for the major build-out of functionality on the new platform, using a combination of Rust (https://www.rust-lang.org/) and Python * Project including but not limited to: * Trade modelling and pricing * Market data processing * Risk reporting * Scenario analytics tools * Dev Ops / platform engineering * Participate in BAU support rota (shared across Strats and Technology), providing useful opportunities to interact with colleagues across diverse areas of the business Skills & Experience * In general, we are looking for smart, commercial, problem-solving-oriented, “get-things-done” candidates with a proven track record of delivering robust, high performance software and quantitative analyses and with either experience in financial markets or a keen interest to learn about them. * Advanced analytical skills (typically evidenced by a degree in maths, physics, computer science, engineering, etc.) * A deep passion for technology and software development * Excellence in applied programming skills - Python, Rust, C++ or other major languages (experience with the proprietary "securities language" Slang is not expected – but the role may involve some Slang development) * A team player with excellent communication skills Desirable: * Demonstrable, applied expertise in creating and validating pricing and/or risk models for use in a financial services organisation. * Understanding of Fixed Income products and derivatives. * A broad understanding of model risk, bringing new approaches and processes to Rothesay Life. * Python programming experience * Rust programming experience * A track record of contributions to an open source project * Linux/Unix experience * Microsoft Windows experience * Cloud computing experience Inclusion Rothesay actively promotes diversity and inclusivity. We know that our success depends on our people and that by nurturing a culture that values difference, we create a stronger, more dynamic business. We welcome applications from all qualified candidates, regardless of race, colour, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability or age.

Rothesay

Rothesay is the UK’s largest pensions insurance specialist, purpose-built to protect pension schemes and their members’ pensions. With over £70 billion of assets under management, we secure the pensions of more than one million people and pay out, on average, approximately £300 million in pension payments each month. Rothesay is dedicated to providing excellence in customer service alongside prudent underwriting, a conservative investment strategy and the careful management of risk. We are trusted by the pension schemes of some of the UK’s best known companies to provide pension solutions, including British Airways, Cadbury, the Civil Aviation Authority, the Co-Operative, Morrisons, Smiths Industries and Telent. At Rothesay, we are striving to transform our industry. We believe deeply in creating real security for the future and our leadership in finding new and better ways to do that is the key to our success. To do that, we need the very brightest original thinkers to bring creativity as well as rigour. Rothesay is a rewarding place to work, where quality people can thrive and prosper. We pride ourselves on the connections our people build, many of whom have been with us for over ten years. Job title:               Software Developer Contract:              Permanent Under the leadership of the Chief Technology Officer, Rothesay has launched a multi-year project, Project Quest, to redevelop and modernize the full technology stack, encompassing pricing and other analytics, risk management, market data and trade capture and reporting. Project Quest is nearing the end of phase one, which over the past couple years of fast-paced exploration, design and delivery, has successfully delivered to production several key components and established the core engineering required for the new platform. As we move into phase two, which will involve multiple and varied projects running in parallel, we have opportunities for a select few new hires to join the Quest team. This is a rare chance to work with and learn from Rothesay’s team of extremely highly regarded, experienced and friendly software engineers. At Rothesay Life every employee has the opportunity to make a real impact to the business. The engineering team are open to new technologies and creative ideas. Responsibilities: Be part of the team responsible for the major build-out and support of what we call the platform: Advanced, bespoke SDLC tooling Distributed compute clusters in production Database setup and optimization in multiple technologies. Debugging and profiling tools Monitoring and alerting Engineering expert 'consultancy', helping other teams design and optimize their code We leverage existing market-standard tools, but augment them with custom code and features, to go beyond the industry standards In general, we are looking for smart, commercial, problem-solving-oriented, “get-things-done” candidates with a proven track record of delivering robust, high performance software. Skills & Experience Required: Advanced analytical skills (typically evidenced by a degree in maths, physics, computer science, engineering, etc.) A deep passion for technology and software development Excellence in applied programming skills - Python, Rust, C++ or other major languages (experience with the proprietary "securities language" Slang is not expected – but the role may involve some Slang development) A team player with excellent communication skills, this team communicates with lots of stakeholder in the business both technical and non-technical.   Desirable: Cloud engineering experience Performance engineering experience Understanding of Fixed Income products and derivatives. Python programming experience Rust programming experience A track record of contributions to an open source project Networking expertise Linux/Unix experience Microsoft Windows experience Disclaimer This position description is intended to describe the duties most frequently performed by an individual in this position. It is not intended to be a complete list of assigned duties, but to describe a position level.  The role shall be performed within a professional office environment. Rothesay Life has health and safety polices that are available for all workers upon request.  There are no specific health risks associated with the role. Inclusion Rothesay actively promotes diversity and inclusivity. We know that our success depends on our people and that by nurturing a culture that values difference, we create a stronger, more dynamic business. We welcome applications from all qualified candidates, regardless of race, colour, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability or age.

BlueCrest Capital Management

Job Title: RAD Developer Location: London Department: Front Office - RAD Technology Permanent  Department overview: The front office RAD technology team are responsible 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 the small e.g. risk reports using data outputted from core systems, to the large e.g. trading workflow and risk systems, scenario tools etc. Any technology can be used to fulfil these requirements and a pragmatic approach has to be taken at all times, key factors are; time to market, is it fit for purpose, code reusability. The traders prefer Excel front ends, hence there is a lean to this technology, but these excel front ends are generally underpinned by C# library functions, Mongo 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 working in the Finance and Technology arenas; ideally working in Front office development * Proficiency programming in technologies such as C#, Excel, VBA and SQL. * Demonstrated knowledge around Financial Instruments (such as Fixed Income or Derivatives) * Familiarity with Python would be advantageous, as would wider financial knowledge (FX, Commodities, Equity) Candidate Overview: 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 oo and how to build re-usable 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 whilst 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.