Michael Page Suisse

★★★★★

Quantitative developer asset management

03 November Genève, Geneva Perm

Our client is a well known Asset Management company in Geneva.

- The job:

Facilitate running trading models reliably, correctly and consistently

Improve and enhance risk and pnl systems

- Important tasks:

Develop/maintain infrastructure to run models reliably in production;

Facilitate low time to market of important model changes;

Advise modelling on good design practice, work to improve model code structure;

Review/monitor changes to the model code base to ensure reliability;

Build tools to empower researchers, e.g. for testing or running research on a compute grid and Development, primarily

in Java, Matlab and Python - also with limited C++.

Unique opportunity in a nice asset management company

Geneva based

The successful candidate:

Around 4-10 years relevant experience of developing large scale object orientated multi-threaded systems in Java or C++;

Experience using a statistical computing language - such as Matlab, Python with Numpy or R;

Basic SQL experience (simple queries, stored procedures);

Understanding of system performance optimisation (time complexity, profilers, memory layout, caching issues etc); and

Experience at a firm dealing in the financial markets. Would also consider social media/big data firm/ start-up experience etc..

A plus: SQL knowledge, Linux/Unix tools, prior use of grid computing tools AND cloud services such as AWS or Google Cloud and use of optimisation tools, such as Mosek.

Market Rate