Overview
The Global Quantitative Group (GQG) is the new name for the unified quantitative analytics and research team within Global Markets, following the merger of Merrill Lynch with Bank of America Corporation.
Our purpose is to design, build and maintain industrial strength tools for analyzing, pricing, and risk managing financial products traded by BofAML. We believe in interdisciplinary approach which is both theoretically sound and practically reliable. Our models cover time scales from milliseconds to decades; they are capable of pricing the most complicated products and handle very large trading books. We aim at developing our activities in close collaboration with our Front Office, Technology, Risk Management, and Model Validation partners. We strive to combine complementary skill sets of people with different educational and cultural backgrounds in order to generate exceptional analytical, numerical and technological results. Geographically, we are present in every major trading centre. Asset classes we cover include equities, currencies, fixed income, commodities, credit, etc. We strive to have best in class models for every asset class and product we are dealing with.
Job Description
A dynamic, professional, software build and configuration management engineer is required to work on the Global Derivative Analytics (GDA) Library project. GDA is a C++ analytics library used across all asset-classes and business within the organisation. The project is large, mature, and involves >150 developers globally, with more than four million lines of code.
Our primary SCM toolset integrates CVS with HudsonCI and GNUmake. We currently deliver binaries on five platform/compiler combinations, and make in excess of 400 releases per annum (including beta and overnight builds). Our code base is portable, supporting clients on both MS Windows and Unix platforms with equal priority.
In addition to SCM skills, we also have a number of Python/Java-based developer utilities that must be maintained and developed further. Furthermore, the role involves a degree of release management responsibility; so candidates must be organised, with good communication skills and the ability to enforce auditable procedures effectively.
Although some previous experience in the field of quantitative analysis would be highly desirable, it is by no means mandatory. Similarly, although this is a C++ project, familiarity with the language is desirable but the role does not specifically require expertise in this environment.
The role is VP/Associate level (or equivalent), and reports directly to the Global Head of Core Analytics and Engineering within the business-aligned Global Quant Group. Daily interaction will be needed with downstream customers in GMRT and the front-office, as well as the other asset class aligned teams within the Global Quantitative Group.
Requirements
Build tools: GNUmake, Hudson CI
Version control: CVS, Perforce, SVN
Languages: Java, Python, C/C++
Web technologies: JSP, HTML, JavaScript, Apache Tomcat
Platforms: Windows, Linux, Solaris
Testing Strategies: Unit/Regression testing etc.
