Functional Programmer - F#/Haskell/OCaml - Up to GBP250k base

Nicoll Curtin Technology
150000.00 - 250000.00 GBP Annual + Bonus + Benefits
01 Dec 2016
03 Dec 2016
IT, Programming
Contract Type
Full Time

Functional Programmer - F#/Haskell/OCaml - Director - GBP250k + Bonus

A leading Investment Bank has an immediate vacancy for a Lead Developer (Director Level) to design and implement a new functional interface to the quant library and work closely with the quant group to achieve this goal.

You will:

  • Collaborate with colleagues in other areas of the bank
  • Act as subject matter expert for all matters relating to systems integration, performance optimisation and tuning
  • Ensure that the design and implementation is compatible with the overall architecture and roadmap
  • Educate and mentor other members of the team in all aspects of functional programming

Main Skills

  • Expert in at least one functional programming language (either Haskell, OCaml or F#).
  • 5 - 10 years experience developing and integrating quant analytics
  • Knowledge of parallel and high-performance computing solutions and techniques
  • Practical experience using functional programming within derivatives pricing and risk systems
  • Expert knowledge of software design patterns
  • Sound appreciation of Financial markets, products and processes
  • Experience applying software development best practices (eg continuous integration)
  • Ability to assist senior management with the creation and tracking of delivery plans
  • Experience liaising with peers in other functions (eg QA, FO)
  • Logical thinker
  • Strong written and verbal communications
  • An additional requirement is a strong mathematical/algorithmic/data structures background.
  • A typical candidate will have experience writing compilers/domain specific languages/graph theory/Boolean algebra/optimization techniques.

Qualifications/Education Required:

  • Degree with strong technical background
  • First degree in Computer Science
  • Phd in Computer Science with extensive use of a functional language

For more information, please forward a Word CV in confidence.

Functional Programmer - F#/Haskell/OCaml - Director - GBP250k + Bonus