Solutions Quant Developer

Job Description

Company Description The world of investment is changing. Our vision at Legal & General Investment Management is to create a better, more sustainable future through responsible investing. We work in partnership with our clients around the globe to deliver positivelong-term outcomes, while rising to the challenges of a rapidly changing world. Our clients include institutional pension funds, financial institutions, local authorities and sovereign wealth funds. To meet our clients complex and evolving investment needs,our investment strategies cover a broad array of asset classes and styles, including equities, bonds, property and alternatives, as well as multi-asset funds. Were focused on continuously innovating our investment products, maintaining our reputation as expertsacross all asset classes, and striving to build a more responsible and sustainable future Job Description We are currently conducting a mostly greenfield rebuild of the core pricing engine that supports all management activities for c£500bn AUM. We are looking for a number of exceptional software engineer / quant analysts who will be a core part of this effort.The systems were building are performant, scalable, low latency and highly available. We are facing plenty of interesting engineering challenges and were looking for people who enjoy tackling those challenges head-on like we do Our core stack uses a combination of microservices and serverless functions, with redis and postgres for data storage. The system is primarily built in C#/.NET, but there are opportunities to use other languages and frameworks where appropriate - for examplePython for parts of the data processing and Rust for individual modules where performance is imperative. We believe in using the best technology for the problem. We care about excellent developer experience and have great DevOps and automation enabling our team to operate at an elite level on the DORA metrics. We practice continuous delivery of our systems to Openshift and AWS. We care about code quality and good engineeringpractices and we tackle technical debt when needed to ensure our projects are always easy to work on and change What youll be doing

• Work as part of core development team building quantitative risk engine that underpins the LGIM Solutions team funds
• Work with the Quantitative Analyst and Portfolio Management team to deliver robust and easily accessible analysis of all Solutions Portfolios under management
• Model the risks of using different asset strategies in fixed income and, where appropriate other, asset classes, to match pension scheme and insurance company liabilities
• Development of the infrastructure, services and architecture that support and provide pricing, risk and analytic tools for derivatives and derivative strategies for the Solutions tech platform
• Support new product developments, ensure relevant instruments are priced and analysed in line with market conventions and methods and can be reported on appropriately
• To include evaluating actual and potential collateral use where products are collateralised or margined
• Ensure that any actions taken with respect to managing client portfolios are in accordance with LGIMs Treating Customers Fairly policy

Qualifications

• You will have deep experience in both software engineering and the mathematics of finance
• You care about building good, resilient, well-engineered software
• Excellent C# / .NET skills
• Mathematical / finance knowledge
• Extraordinary problem solving abilities

Desirable

• A deep understanding of advanced pricing models in fixed income finance
• An excellent understanding of automated software testing: unit testing, automated integration testing, approval testing, test-driven development
• A deep understanding of good software design - SOLID principles, design patterns, domain-driven design, clean architecture and how to design good microservices interfaces.
• Excellent data skills - a deep knowledge of SQL, data structures and data processing. A strong understanding of how to design and structure performant and reliable relational databases.
• A strong knowledge of how to build exceptionally performant, scalable systems. You will understand how to get the best performance out of systems at every level from the macro to the micro.
• The desire to collaborate with other excellent quants and software engineers face-to-face - with at least 2-3 days each week in our central London office
• The ability to communicate deep technical and mathematical concepts succinctly and clearly to a wide audience
• Experience and knowledge of designing and building similar systems and overcoming the challenges faced
• A good understanding of build automation; static code analysis tools, security testing tools, CI systems
• A broad knowledge of how systems work and scale in the cloud: how to best design and architect systems that operate across dozens or hundreds of separate instances.
• Strong skills in at least one programming language outside of C# / .NET: e.g. F#, C++, Rust, Python, etc

Additional Information The brand with the brolly is choosing today to change tomorrow. Since 1836, weve grown to become one of the worlds largest asset managers, homebuilders, pension providers and insurance brands. Were all here to improve the lives of our customers, build a better society for the long term, and create value for our shareholders - helping to shape a better future for society and the planet. We need people who share our ambitions, agility and entrepreneurial spirit to help us do it. At L&G, youll find a balance that helps you be your best. Empowered by hybrid working, were supported by technology and workplaces that enable us to work effectively wherever we are. We come together in offices to collaborate and connect, and use time athome for individual, focused activities. And, when we achieve great things, we celebrate our success and reward strong performance. Today, theres over 10,000 of us, working towards our mission, with plenty of opportunities to grow your career as we grow L&G. Will you join us Great minds dont have to think alike, so we welcome voices from all backgrounds. Bringing together people with different life experiences helps us build empathy with our customers and drive innovation. We dont just talk about it, we actively promote diversity and equitable opportunities for all. That means our employment decisions are made without regard to race, colour, religion, national or ethnic origin, sex, sexual orientation, gender identity or express