Title: Market Risk Software Engineer
Team: Market Risk Engineering
Reports to: Head of Market Risk Engineering
Location: London
The Company
The Customer is a world-class investment manager in quantitative trading. In order to efficiently deliver its clients’ outsize returns, it has outsourced certain services across the globe to businesses strategically placed in Connecticut, Guernsey and London. These entities, known under trading names Carbon Point, Granite Point, and Lamina Point respectively, are key to RDX’s success.
Based in London, Lamina Point is one of ‘The Points’, which are key to the customer’s ability to leverage quantitative strategies and trade globally.
Working across Operations and Engineering, Lamina Point delivers the expertise and services that enable world-class quantitative research to be traded efficiently, reliably, and at scale.
With a particular focus on technology and engineering, Lamina Point brings deep technical capability and innovative systems to enhance productivity, accelerate decision-making, and strengthen performance across the organisation.
About the Team
The Market Risk team is responsible for assessing fund performance and risk across our global systematic hedge fund, reporting directly to the investment management committee. The Market Risk Engineering team is comprised of ten engineers who build and operate the platforms that Market Risk rely upon every day.
Role Overview
We are committed to finding the world’s best engineers and take the hiring of this talent very seriously. As a Market Risk Software Engineer, you will support the build, implementation and ongoing development of the organisation’s in-house portfolio risk platform.
This role will suit an engineer who wants to contribute to the operational success of a leading quantitative finance firm by developing software that compute and visualises portfolio behaviour to inform risk management.
Responsibilities
- Implement new quantitative risk research methods which will add or improve our ability to assess market risk across our portfolios
- Improve risk reporting by building microservices that expose large datasets in intuitive ways
- Deliver operational improvements and automation for Risk Operations such as limit setting and management
- Collaborate across the core functional areas of a hedge fund to deliver cross-cutting engineering initiatives
- Contribute to a cloud-first architectural strategy for the firm’s Market Risk platform by expanding Risk services into the Cloud
- Create batch and real-time pipelines that compute a wide variety of position and portfolio metrics
- Diagnose and resolve issues impacting a live automated trading environment
- Optimise analytics workflows and distributed compute jobs
- Work closely with the Chief Risk Officer and Risk Managers to help improve the operation of their day to day activities
What makes a great candidate?
- An appreciation of good software architecture, computer science fundamentals, data structures and CI/CD
- Proficiency in modern software development practices
- Experience building large-scale equity / multi-asset risk management systems
- Experience working within quantitative finance
- Experience working with cloud platforms
- Experience with front-end development, such as Angular/React
Minimum Qualifications
- BSc/MSc in a numerical discipline with a strong academic record
- 3+ years of relevant software engineering experience
- Proficiency with at least one object-oriented programming language, ideally C#, Scala or Java
Other open roles at Lamina Point(2)
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Key team members
Corey Coscioni
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