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Title

Senior Quant Developer - Haskell

Location: London, All
Salary/Rate: Negotiable
Benefits: --
Type: permanent
Key Experience
Key Skill 1: Developer, Senior, Support
Key Skill 2: IT, sales, Exchange
Key Skill 3: Service, Test, Development
Key Skill 4: Software, Management, Business
Other experience: Analysis, QA, Finance, Technical, systems, engineering, delivery, Office, Reporting, Financial Services, Implementation, Problem Solving, Application, Financial, analytics, Risk, Solutions, strategy, Reports, Stakeholder Management, release, Team, Process, Banking, Services, Enterprise, http, Wealth Management, Research, Asset, Build, commercial, requirements, operations, Documentation, Stakeholder, Compliance, Language, manage, Website, trade, Risk management, Develop, Problem, Performance, help, Life, Leadership, Communication, revenue, Investment, Software engineering, Credit, Functional, Organisation, Core, OPTIMISATION, Commodities, Domain, junior, front, Improvement, investment banking, Derivatives, IS, user, APIs, RESPONSIVE, Trading, regulatory, experience
Description

About Barclays


Barclays is an international financial services provider engaged in personal banking, credit cards, corporate and investment banking and wealth management with an extensive presence in Europe, the Americas, Africa and Asia. Barclays' purpose is to help people achieve their ambitions - in the right way.

With over 300 years of history and expertise in banking, Barclays operates in over 50 countries and employs approximately 140,000 people. Barclays moves, lends, invests and protects money for customers and clients worldwide.
At Barclays, we recruit based on merit and are committed to promoting diversity throughout our organization.



About FPF in QA Equities and EFS

The Functional Payout Framework (FPF) provides a language to define payoffs for exotic derivatives and strategy trades. FPF separates the generic payoff definition from the trade specific economics and provides a wide set of APIs to support pricing, documentation, life-cycling, analysis and reporting.

As the foundation of the EFS booking, pricing, risking and reporting stack, FPF underlies systems used globally by Trading, Middle Office, Sales, Structuring and directly by our clients, and it powers reports to control groups and regulators. FPF Lucid is the new generation of FPF and is part of a wider initiative to deliver highly efficient Monte Carlo pricing, using GPU, achieving game changing performance advantages. Lucid has been designed from the ground up to be asset class, pricing model and computation model independent.

About Quantitative Analytics

The Global Quantitative Analytics group (QA) is responsible for the research, development and implementation of quantitative models across all asset classes (Interest Rates, Credit, Equity, Foreign Exchange, Commodities, Emerging Markets and Counterparty Risk).

QA's mission is to generate revenue for Barclays by providing the pricing and risk management solutions and advice needed for trading, structuring and sales to close derivative trades, risk manage them on a sustainable basis, and take strategic positions on derivatives. We are an equal opportunity employer and we are opposed to discrimination on any grounds.

Overall purpose of role
Develop the FPF languages and tooling as part of the FPF Core Team.
Delivery focussed and business value driven
Build robust, efficient, maintainable code, evolving the existing codebase safely and thoughtfully
Support the business and IT teams in their use of FPF
Responsive and helpful
Collaborative attitude and approach


Key Accountabilities
Incrementally deliver FPF and Lucid functionality
Clarify and understand requirements and help to define solutions
Develop in Haskell, test and release
Write FPF scripts in response to requests from the business (the Rapid Response rota)
Provide user support (the Support Rota) and assist in operations such as migrations and reporting
Be a good FPF Core Team citizen
Communicate plans, ideas and problems clearly
Listen and take on board input from other team members
Help to look after and improve the codebase
Contribute to process and tool improvement


Stakeholder Management and Leadership

FPF Core Team:

As a senior team member, help to guide and develop more junior colleagues

QA EFS,

QA Central and EFS IT: Liaise and collaborate

Front Office, Middle Office and control groups:

Understand context and requirements and provide tooling and support.

Decision-making and Problem Solving

This is a highly technical and specialised role developing domain specific languages, compilers and analysis tooling using functional programming in Haskell. The work calls for application of a wide range of Mathematical, Computer Science and Software Engineering theory, practices and techniques - including Mathematical Logic, Type Theory, Computational Complexity Theory, Parallel Computing, Interprocedural Optimisation and some Category Theory.

Risk and Control Objective

Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards.



Person Specification
Characteristics Mandatory
Passionate about programming
Communicative - keen to pass on knowledge and skills
Eager to learn
Careful and risk aware
Able to see big picture and pay attention to detail
Efficient
Focused
Team player

Skills Mandatory
Strong, mature programming skills
Focused communication - both verbal and written
Understands Functional paradigm
rites code to be read
Able to work on complex code
Able to test effectively
Able to learn

Desirable
Haskell
Finance
Program performance


Experience
Mandatory
Personal Haskell (or similar) development
Commercial development role


Desirable
Commercial Haskell development
Finance
Worked on a large codebase
Language development
Developed in a large organisation


Our common purpose is to help people achieve their ambitions - in the right way. We'll measure and reward our people, not just on commercial results, but on how they live our Values of Respect, Integrity, Service, Excellence and Stewardship and bring them to life every day. To find out more about working at Barclays and the development opportunities we offer please visit our website

We are an equal opportunity employer and we are opposed to discrimination on any grounds.
Salary: . Date posted: 08/10/2016

Senior Quant Developer - Haskell Jobs London
Barclays jobs
Recruiter: Barclays
Added: 17-02-2017
Source: Agency
Ref: 781342.
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