Job Information
CIBC Director, Quantitative Engineer in London, United Kingdom
We’re building a relationship-oriented bank for the modern world. We need talented, passionate professionals who are dedicated to doing what’s right for our clients.
At CIBC, we embrace your strengths and your ambitions, so you are empowered at work. Our team members have what they need to make a meaningful impact and are truly valued for who they are and what they contribute.
To learn more about CIBC, please visit CIBC.com (https://www.cibc.com/en/about-cibc.html)
JOB PURPOSE
The Quant Solutions Group (QSG) is a global, cross-asset team that builds the software and analytics that underpin the Global Markets business. The analytical software developed by QSG is widely used across CIBC, helping the Distribution team to price trades and serve clients, Trading to manage their risk and Structuring to identify new client opportunities. The team is split between London, Toronto and New York, with this role being based in London.
In this role you will work as a quantitative engineer to develop our cross asset class derivative pricing library. You will work to extend existing features such as our market data building and scenario framework and play a lead role in the design and implementation of a new scripting language for derivatives. More generally, you will be involved in all engineering aspects of the library and will independently find opportunities for its improvement.
As an exceptional computer scientist with knowledge of global markets you will act as an advisor to other quants in the group on topics related to computer science.
KEY ACCOUNTABILITIES
Design high quality solutions to engineering problems in the quantitative library
Ensure constant improvement to the code base
Act as an advisor to other quants on computer science topics
Maintain DevOps environments for the quant library.
KNOWLEDGE AND SKILLS
A degree in Computer Science or related subject (masters or PhD an advantage)
5+ years of software development experience in global markets or related area
Expert in C++ and a high proficiency in other languages a plus
Experience in developing derivative pricing libraries or related software
Experience with DevOps, operating systems, scripts and general software development practices
Knowledge of financial markets and derivatives modelling
Previous experience of developing scripting languages for derivatives
Experience in Monte Carlo simulation and/or AAD methods is a plus
A broad knowledge of concepts from computer science and the ability to use these to solve practical problems
Excellent interpersonal skills and teamwork
Highly motivated with a genuine passion for finding elegant and practical solutions to technical problems
What you need to know
CIBC is committed to creating an inclusive environment where all team members and clients feel like they belong. We seek applicants with a wide range of abilities and we provide an accessible candidate experience. If you need accommodation, please contact Mailbox.careers-carrieres@cibc.com
You need to be legally eligible to work at the location(s) specified above and, where applicable, must have a valid work or study permit
Job Location
150 Cheapside, London, UK
Employment Type
Regular
Weekly Hours
35
Skills
Analytical Thinking, Business, C++ Programming Language, Client Consultations, Computer Literacy, Computer Science, Continual Improvement Process, Derivatives, Derivatives Pricing, Design, DevOps, Financial Markets, Financial Modeling, Global Market, Interpersonal Communication, Interpersonal Relationships, Investments, Market Trading, People Management, Researching, Scripting Languages, Software Development, Teamwork
At CIBC, we are in business to help our clients, employees and shareholders achieve what is important to them. Our ability to create value for all CIBC stakeholders is driven by a business culture based on common values: Trust, Teamwork and Accountability.
Working with CIBC makes you a part of a work environment committed to our clients, employees and communities - a place where you can excel.
Every day, our 44,000 employees help our clients achieve their financial goals, because what matters to our clients, matters to us.