Quantitative Analyst I

Position Type :

Full time

Type Of Hire :

Experienced (relevant combo of work and education)

Education Desired :

Bachelor's Degree

Travel Percentage :

1 - 5%

FIS is solving some of the most challenging problems in the Financial Services industry and are looking for talented and experienced quantitative developers to join the Enterprise Risk Suite Core Technology team. The FIS Enterprise Risk Suite is an award winning and industry leading Market and Credit Risk Analysis and Reporting platform, ranked first in the industry by Chartis Research. Our clients include many of the largest banks and hedge funds in the world.

About the team

You will be working as part of an international team primarily responsible for our FIS Risk Analytics Manager (a high volume and high performance valuation and risk calculation engine) but will also work on other related components that comprise the solution suite. Active development is in C#. The position is either fully virtual, or a flexible hybrid work from home with offices in the City of London.

What you will be doing

• Contribute to the development of financial models to price complex derivates, calibrate risk models, meet regulatory calculation mandates, and adapt to changing demands of the market and credit events.

• Build robust, scalable, high-performance, high-quality software on the mathematical models developed, using modern technology in collaboration with the rest of the team

• Take responsibility for the work you do: In addition to writing high quality code, you will be expected to take part in code reviews, write documentation, implement automated testing, perform performance analysis, demonstrate your work, monitor continuous integration, and respond to static code analysis and support deployment configuration and testing of each feature or fix.

• Investigate and fix bugs and performance issues reported by clients. This often involves working with other teams and other software components, both internal and external

• Occasionally work on proof-of-concept prototypes to prove the technology to clients, often in collaboration with pre-sales teams

• Proactively suggest new ideas and technical improvements that would improve the usability, performance, or maintainability of the product

• Engage in the agile process, providing input into the planning and scoping of new features and providing regular and accurate status updates of ongoing projects.

• Share ideas, knowledge, and experience with other team members.

Examples of upcoming projects on the roadmap

• Add new calculations to allow our clients to monitor their trading positions and abide by financial regulations. These regulations are designed to avoid future crashes in the stock market, and the tools we provide make them possible.

• Implementation of SA-CVA regulatory calculation using adjoint algorithmic differentiation (AAD).

• Valuation model challenges for IBOR transition.

• Implementation of valuation models for Australian inflation products.

What you bring

• Quantitative academic education in relevant fields like mathematics, physics, or computer science.

• Interest in financial markets and risk management.

• Excellent software engineering and problem-solving skills.

• A passion for solving complex problems with high performance and high-quality code.

• Experience working on large scale complex systems.

• A solid grounding in computer science principles - knowledge of algorithms, data structures, algorithmic complexity etc.

• Excellent communication skills.

• Extensive experience with C# and an in depth understanding of the .NET framework.

Added bonus if you have

• 2+ years of experience in financial risk analytics.

• Worked with other programming languages e.g., C++.

• Experience working on machine learning techniques.

• Experience working on multithreaded algorithms and data structures.

• Experience working on distributed systems.

• Knowledge of OLAP concepts or experience with Microsoft Analysis Services.

• Strong API design skills.

What we offer you

• A competitive salary and attractive benefits including private medical cover, dental cover, and travel insurance.

• The chance to work within a talented team on some of the most challenging, relevant issues in financial services & technology industries.

• Virtual or flexible hybrid working.

• A variety of career development tools, resources and opportunities.

• Time to support charities and give back in your community.

Privacy Statement

FIS is committed to protecting the privacy and security of all personal information that we process in order to provide services to our clients. For specific information on how FIS protects personal information online, please see the Online Privacy Notice.

Sourcing Model

Recruitment at FIS works primarily on a direct sourcing model; a relatively small portion of our hiring is through recruitment agencies. FIS does not accept resumes from recruitment agencies which are not on the preferred supplier list and is not responsible for any related fees for resumes submitted to job postings, our employees, or any other part of our company.

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