Full time
London Stock Exchange Group
Crumlin, Dublin 12, Ireland
The successful applicant will be a member of the Quantitative Services Business Unit’s development team that pursues the continuous development of Acadia’s pricing and risk analytics libraries, applications and services. The analytics software is based on ORE (Open Source Risk Engine, opensourcerisk.org) and QuantLib (quantlib.org). The software is largely written in C++ with a growing set of Python language bindings. The analytics are used in several ways, as core component of the Acadia’s risk services (ISDA SIMM backtesting and benchmarking, CRIF generation for ISDA SIMM calculation), as “out of the box” software deployed on client premises, as well as foundation for model validation and tailored client solutions implemented by the Quantitative Service Unit’s Expert Services consulting teams. The development team deals with the implementation of additional financial products that continuously occur during the onboarding of new clients to the services, the implementation of...
