This is a permanent or contract opportunity for someone of side of
Investment Banking to move into a critical part of there business Quant
Analytics and Risk, below is a general spec - if you would like more
information please feel free to contact me on 0207 324 7930 or
jdrysdale / astoncarter.co.uk


this new developer will be creating risk analysis and pricing tools for
the derivatives trading desk. The project is pretty much greenfield. It
will use existing systems, but only peripherally, essentially we will
be a self-contained group reporting to me and another Quant Analyst.


The spec itself -


1. Exposure to, and interest in a variety of programming languages. We
will be writing in a mixture of java, ruby and lisp, however experience
in python instead of ruby, and scheme instead of lisp is fine.
Knowledge of any other languages, such as haskell, caml, prolog is a
bonus, but by no means required.


2. Appreciation and knowledge of open source work is important, as we
tend to use a great deal of this.


3. Working knowledge of linux/unix. The candidate may well be currently
working in a pure windows shop, but as long as they use linux at home
then that's fine. They don't need to be at the sysadmin level.


4. Our development environment is strictly emacs, so familiarity with
this is important, but not a dealbreaker.


5. Must be happy to follow extreme programming practices, in particular
pair programming. I'd expect to pair with him/her pretty much full time
in the weeks I'm at London.