Quant Developer

Recruiter
Standard Bank ICBC
Location
United Kingdom
Posted
30 Sep 2017
Closes
03 Nov 2017
Contract Type
Contract
Hours
Full Time

ICBC Standard Bank Plc was formed in February 2015 when Industrial and Commercial Bank of China Limited (ICBC) acquired a 60% stake in Standard Bank Plc. As a result, a compelling strategic platform was formed, one that benefits from a unique Chinese and African parentage and an unrivalled global network and level of expertise

As a leading financial markets and commodities bank we connect our clients to opportunities in both developed and emerging economies and use our distinct competitive advantage to help our clients achieve their objectives

ICBC Standard Bank is driven to deliver the right outcomes for our stakeholders, clients, counterparties and the markets in which we operate. We deliver products in an environment which considers the appropriate needs of our clients, whilst providing guidance and expertise to ensure our employees understand our business and uphold the highest levels of conduct. We want passionate and talented individuals who are motivated by high growth potential being achieved in doing business the right way

Job Purpose

The contract entails extensive IT development and performing a supportive role to the QAD team. The candidate should exhibit the ability to: i) work alone or within a team; ii) be proactive; iii) problem solve; iv) move easily between technologies and not be afraid to learn new ones

Keys responsibilities:

  • Maintain and support the Quant library (C/C++) build across Windows and Unix platforms (32 & 64 bit)
  • Refactor library, removing redundant code, bug fixing, profiling, optimizing
  • Re-write and extend automatic code generation tools (XML to C/C++/Java class and API stubs)
  • Extend automated unit test generators
  • Code documentation tools (Doxygen)
  • Porting code across different compilers (gcc 3.4, 5.2 and MSVC 2010, 2017)
  • Support and debug Front Office spreadsheets (C/C++ Excel Addins, VBA)
  • Extend trade and market data extraction tools

Delivery and Execution of Business Plans

  • Be accountable for meeting agreed targets
  • Participate in, and contribute to, all necessary team forums

Risk Management

  • Ensure you understand the relevant Regulatory, Legal and Compliance risks and rules that pertain to your business activities and that they are fully adhered to

Conduct

  • Maintain an awareness of and comply with all Anti Money Laundering laws, regulations, policies and procedures relevant to ICBC Standard Bank
  • Uphold the Values of the firm
  • Escalate all significant Regulatory / Compliance issues or concerns immediately through appropriate channels
  • Ensure all mandatory training is completed

Experience required to successfully perform the role:

  • MSc or BSc in Maths/Physics/Engineering/Computer Science or equivalent
  • Experienced in C++ (in particular STL, Boost, C++11 and higher)
  • UNIX skills (experience of writing shell scripts, vi, sed, awk)
  • Understanding of relational databases and SQL
  • Exposure to GNU products (gcc, gmake, gdb)
  • Knowledge of source and versioning control utilities (cvs, svn)
  • Excel and VBA skills
  • Build tools (TeamCity, Jenkins).
  • Scripting languages such as VBScript, PowerShell, Python, Perl
  • Experience in some or all of these languages: Python, C#, Java, MATLAB
  • Experience of parallel/distributed computing, multithreading and vectorization would be advantageous
  • Experience using Visual Studio IDE
  • Logical, diligent and able to communicate with FO, IT, Risk and Accounting

This job was originally posted as www.totaljobs.com/job/75942719