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Software Engineer - High Performance Financial Risk Modelling

This job has now expired

IC Resources
05 June 2014
03 July 2014
Mike Jenkins
Job Function
Specialist Area
Contract Type
£59000 - £65000 per annum + to £65K + benefits

Further information

Software Engineer - High Performance Financial Risk Modelling - London

I am recruiting Software Engineers with a very strong Maths background to join a company who make it their business to provide unparalleled computing performance to high data throughput problems, developing a platform that enables real-time data analytics across a broad range of scientific and financial applications.

This is an amazing opportunity for a very capable Software Engineer with a strong Maths and numerical algorithm development background to join a multi-disciplinary Data Analytics team, which combines expertise in mathematics, algorithm design, programming, finance and application development to invent extremely high performance (in fact, the fastest) computing solutions for financial risk and data analytics. Pretty much software at hardware speeds in fact !!!

Application areas include financial risk models (e.g. VaR, CVA) and streaming data analytics (e.g. anomaly detection, clustering, categorisation) with development primarily in C++.

Ideal candidates will have experience in all of the following:

* programming in C/C++ or Java
* implementation of numerical algorithms
* library and API design
* a degree or professional equivalent in Mathematics, Physics, Computer Science or related discipline

Additionally, experience in any of the following would be advantageous:

* financial risk modelling
* data analytics algorithms with a focus on streaming data
* analytics research

If your background includes complex software development in C, C++ or Java for compute intensive applications and you have highly developed Mathematics and numerical algorithm skills then I would like to hear from you.

Please contact Mike Jenkins on email or 0118 988 1150 for more information and to be considered.

Key words: Maths, mathematics, algorithms, data analysis, data analytics, big data, software, finance, hpc, high performance, risk, London, City, UK

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