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Quantitative developer - Algo strat review

£700 to £10,000

London / Contract / Ref: GE - 90120

Client

My client a leading investment bank with operations all over the globe is currently recruiting for a contract Quantitative developer to join them in their London office. You'll be joining there group audit team helping to audit and identify what control and audit requirement would be from a coded perspective.

For this role you don't need to have an audit background, we're searching for a Strong Quantitative developer who has carried out code quality and testing, with a strong emphasis on algorithmic and HFT trading and Algo trade strat review.

Skills

  • Detailed understanding of Algorithmic and High Frequency Trading products and processes.
  • Experience in quant driven development, being able to interpret and understand trading strategy source code and be familiar with key programming languages such as python, C++, Java
  • Knowledge of Global Markets processing covering Equities, Listed derivatives, Foreign Exchange and Rates/Credit products. Experience of IT auditing in an Investment Banking context (e.g. audits of automated business controls) would be beneficial.
  • Understanding of the relationship between IT risk, underlying business risk and related controls.
  • Experience of the local and regional regulatory environment related to Electronic Trading.
  • An innovative mindset and be able to develop ideas which are implemented and have a positive impact.

Responsibilities

  • Evaluate the adequacy and effectiveness of internal controls relating to risks specific to algorithmic and HFT trading, quant/strats driven development, code quality and testing (QA), release and deployment process, regulatory compliance.
  • Support implementation of the Group Audit risk-based methodology including; performing coverage of automated business processes and the respective technology environment.
  • Successfully deliver allocated scope in technology audits project, or participate in integrated business and technology audits.
  • Generate impactful findings and draft audit reports for review by Group Audit management with minimal intervention and to facilitate findings tracking and validate closure of findings.
  • Complete all work assigned promptly and in line with Group Audit methodology.
  • Be proactive and develop and maintain professional working relationships with colleagues, the business and respective support areas.
  • Work in an integrated manner with fellow team members both locally and globally.

The majority of the audit work is based in the UK.

Alexander Ash Consulting is acting as an agency Apply now

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