Quantitative Developer Analyst Python C++

Overview

Quantitative Developer Analyst Python C++ role at Legal and General (LandG). The Investments Quantitative team supports the wider Investments team with quantitative model/tool development and improvement, primarily using Python.The team provides opportunities for greenfield development, creativity, and prototyping, and works closely with the New Business team from initial discussions through production support and ongoing improvements.We are seeking someone with a real passion for programming and problem-solving, with strong mathematical ability; motivation and maturity to assume responsibility quickly are valued more than formal qualifications.What you''ll be doing

Develop and enhance a range of tools as part of the Investments Quantitative team, aiming to become the primary developer for one or more toolsSupport Investments teams in day-to-day use of the tools, troubleshoot issues, advise on methodology, and implement improvementsSupport processes to take new models/methodologies through governance and satisfy internal model ownership and risk requirementsImprove existing tools and processes (e.g., calculation efficiency, new libraries/techniques, code quality, testing)Identify opportunities to advise others on technical issues, maintain relationships with other teams, and stay flexibleTake ownership of platform issues affecting tool usage and coordinate resolution with in-house and vendor teamsQualifications

Who we’re looking for:Degree level or equivalent in a highly quantitative subjectPostgraduate qualification in mathematical/computational finance or financial engineering is useful but not requiredStrong foundational mathematics (calculus, linear algebra, statistics, probability)Good programming skills and computer science fundamentals (data structures, algorithms, complexity)Understanding of financial engineering concepts (stochastic calculus, risk-neutral/martingale methods, interest rate modelling, derivative pricing, time-series modelling, VaR, Monte Carlo simulation, numerical methods)Experience developing modules in Python, including interfacing with C++ (e.g., pybind11)Experience interfacing Excel with C++ and Python (e.g., COM and xlwings)Good documentation and client-facing communication skillsBenefits and Additional Information

What we offer:Annual performance-related bonus and share schemesGenerous pension contributionLife assuranceHealthcare plan (permanent employees only)Holiday: at least 25 days plus public holidays; 26 days after 2 years’ service, with option to buy/sell holidayCompetitive family leaveElectric car salary sacrifice scheme (permanent employees only)Discounts on products and servicesWellbeing-focused offices designed for collaborationAdditional information:We believe in a welcoming, inclusive culture with diverse perspectives and flexible working options where possible. We encourage candid discussion and work-life balance to support your career development.It doesn’t matter if you don’t meet every single criterion. Consider what you excel at and what you can bring in terms of strengths and potential.Seniority level

Not ApplicableEmployment type

Full-timeJob ..... full job details .....