**Quantitative Developer - C# Role Overview**
We are seeking a skilled Quantitative Developer to join our team in Newcastle, working on a high-caliber project that combines the expertise of a global management consulting firm and a top investment fund manager.
As a Core Quant Developer, you will be part of a dynamic team responsible for developing and maintaining the quant platform. Your primary focus will be creating scalable and cross-asset class applications, including services, APIs, UIs, and tools that integrate mathematical models built by Investment Quants.
The quant platform handles continuous computation and reporting of live risk, P&L analytics, a time series engine for historical data, and a multi-asset class pricing and risk engine.
Key Responsibilities:
* Collaborate with stakeholders to address business needs and opportunities.
* Design, build, and maintain solutions in C# .NET (plus SQL, TypeScript, Python, C++, and PowerShell), ensuring high standards in design, testing, and operations.
* Review and provide feedback on development work within the Core Quants team.
* Troubleshoot quantitative issues and provide insights into the system's current state.
* Analyse and enhance system performance, design, and operational efficiency.
* Support Investment Quants with integrating new analytics models.
* Continuously challenge and improve existing systems, processes, and delivery methods through technical innovation.
Ideal Candidate Requirements:
* A minimum 2.1 degree in a numerate subject from a top university with strong academic results.
* Strong software engineering skills, including experience in designing APIs, understanding object-oriented and functional design patterns, and knowledge of distributed systems and asynchronous programming.
* Expertise in C# and .NET, or a demonstrated ability to learn quickly.
* Passionate about building robust, testable software with experience in various testing methodologies.
* Proven ability to collaborate effectively and work independently.
* A track record of identifying and implementing system and process improvements.
Preferred Qualifications:
* Experience in financial markets, ideally in front-office roles at banks or hedge funds, with exposure to derivatives.
* Familiarity with financial pricing, risk, and related computations.
* Proficiency in multiple programming languages and platforms.
* Expertise in relational database design and advanced SQL skills.