Haskell Developer/Ocaml Developer

Posted 9 hours 51 minutes ago by Allegis Global Solutions Limited (AGS)

£850 Annual
Contract
Not Specified
Other
London, United Kingdom
Job Description

Starting date: ASAP

Location: London, UK

Working model: Hybrid

Company: The World's biggest Investment Bank

Pay rate: £850 PAYE per day

Contract duration: 12 months/1 year (possibility to extend)

Paid holidays and national insurance, plus benefits!

Job Summary

The bank is hiring senior Haskell or OCaml developers for the Front Office Modelling and Analytics Group. We have dozens of developers working in very diverse financial market projects within corporate and institutional banking. Some of our projects are user-facing GUIs, others are Server Side request handlers or reporting tools. Their scope ranges from small applications to support a single team, to processes that handle millions of trades, or have thousands of users. We use Haskell (or our in-house variant, Mu) for everything.

Responsibilities;

Strategy

  • Software development to generate revenue for the bank
  • Understand Front Office concerns to bridge the gap between the Front Office and Back Office
  • Risk modelling to quantify the various kinds of risks faced by the Bank
  • Deliver robust, high-performance software and quantitative analyses

Business

  • Work closely with FM traders and structuring teams, analysing trades and asset origination opportunities for execution and ongoing measurement and management
  • Maintain and develop cutting-edge trading, pricing, and multi-asset risk management platforms
  • Work on projects ranging from client-facing GUIs, Server Side request handlers or reporting tools, and devops
  • Use of Haskell and our in-house variant, Mu

Processes

  • Ensure adherence to all internal and external regulations
  • Support Operational Risk monitoring via reports and data provided to Compliance and BORM
  • Assist in ensuring that there are appropriate and documented internal controls and procedures in place

People & Talent

  • Lead through example and build the appropriate culture and values.
  • Set appropriate tone and expectations amongst colleagues and work in collaboration with partners
  • Contribute to continuous process improvement and sharing best practice

Key stakeholders

  • FM Trading & Trading Heads
  • FM Structuring
  • MAG
  • Electronic Market Solutions
  • SABRE IT

Qualifications

  • Haskell or OCaml programming experience.
  • Solid computer science knowledge (algorithms, data structures, complexity, concurrency/parallelism)