- Entry level
- No Education
- Salary to negotiate
Quantitative Developer (Omega) - 90223354
Primary Location:Czech Republic-CZ-Prague-Prague
Posting Range:19 Feb 2019 - Ongoing
Quantitative Developer (Omega)
Prague, Czech Republic
The QA Central team is responsible for the support, development and delivery of models for the wider QA group. QA Central supports asset class teams within QA, particularly with regard to Omega (our new strategic analytics library), Torus (our library-agnostic engine for accessing analytics), overall QA Infrastructure, and the Python Platform and Desktop Delivery.
Within QACentral, the Omega Architecture sub-team is responsible
The team is responsible for:
• Design, development and maintenance of modelling libraries and frameworks.
• Architecture for model integration with technology systems.
• Adoption of new technologies – e.g. AAD, vectorisation, GPUs, Xeon Phi, SIMD etc.
• Consistency, sharing & de-duplication of analytics across all modelling teams in QA.
The Omega Architecture sub-team is responsible for delivering:
• Models for trading book and banking book analytics
• Functionality for risk, finance and treasury regulatory modelling
• Product, model, risk factor, market data and other taxonomies
• Coordinating development of systems of models across teams, either within QA or other modelling groups.
What will you be doing?
The Quantitative Developer will work within Omega, Barclays’ new strategic analytics library. Omega uses modern development techniques, hardware and analytics. It is being integrated into bank systems and replaces the existing library built over 15 years. This role is within the Central team, which helps business focused quant teams within QA to develop Omega analytics.
The successful candidate will be involved in writing and supporting code in a variety of languages, the most important of which is C++. As an enterprise software product Omega requires a high degree of technical expertise. Problems such as the evolution of interfaces, data storage and message passing formats, support for clients using multiple development languages are a key part of the domain. These still require to be addressed within the specific requirements of a quantitative financial library. This role is an excellent opportunity for a strong technical developer with an interest in finance to learn on the job while providing important deliveries to a key project of the Quantitative Analytics team.
• Key Accountabilities
o Design, build and support core technological components of Omega
o Responsible for communicating code design clearly to others
o Supporting and directing other teams in QA efficient development within the Omega code base
o Maintenance and ongoing improvement of the code base and related tooling
o Upholding standards consistently and proactively throughout the library
o Testing and documentation
o Developing and supporting tools and techniques that assist colleagues developing in Omega
o Responsible for delivering Omega to IT for integration into new systems in the bank
What we’re looking for:
• Bachelors Degree in Computer Science, Maths, Physics, Chemistry or Engineering from a top school.
• Significant C# knowledge
• C++ experience
• Software engineering techniques and strong design principles
• Experience at testing code and financial models
• Experience at documenting code and financial models
• Experience developing in a shared codebase with multiple developers
• Excellent written and verbal communication in English
Skills that will help you in the role:
• Masters Degree or PhD
• Multi-platform development (Windows, Linux)
• Functional languages experience
Where will you be working?
With 120 thousands of employees and over 326 years of tradition, we are one of the largest banking company in the world. Over the years, we have come up with many revolutionary ideas that changed the way people think about their finances; whether it was the first credit card issued in Great Britain or the first ATM machine, we have always been trying to push the banking business a little further. Our Prague office is part of the Operations and Technology Division, and as such, we try our best to stay at the top of our technological game. However, the technology itself is not the most important thing. What matters the most to us is the way our ingenuity can help provide
About the company
Barclays moves, lends, invests and protects money for 48 million customers and clients worldwide.
We have over 325 years of history and expertise in banking. From our beginnings in Lombard Street, London through to the launch of the world’s first ATM and innovative mobile phone payments services, find out more about our achievements to date.
Barclays is a trading name of Barclays Bank PLC and its subsidiaries. Barclays Bank PLC is registered in England and is authorised by the Prudential Regulation Authority and regulated by the Financial Conduct Authority and the Prudential Regulation Authority. Registered in England. Registered No. 1026167. Registered office: 1 Churchill Place, London E14 5HP.