Dec 14, 2021

Quant IT Senior Developer

  • Saxo Bank
  • Valdemarsgade 1A, 8000 Aarhus, Denmark
Full time Quantitative Analytics Software Development

Job Description

About the Job:

 

 

We are looking for an experienced senior developer to join us in our headquarters in Copenhagen. We would like you to participate in the development of our multi-purpose, multi-asset, efficient and high-performing quant library SupaPhly - and to bring its functionality to the trading desk, to risk and collateral management, to our international clients on the Saxo platform and to our world-wide partners.

The Quant department was established in 2018 to fulfill the ambition of having a world class unified risk management framework for the benefit of all departments in Saxo Bank and all Saxo Bank partners and clients. The department is headed by Jesper Andreasen and currently consists of 7 quants and 3 quant IT profiles. SupaPhly is the heart of this risk management framework.

SupaPhly is developed and implemented in-house by the Quant department. It is written in modern C++ and calculations are highly optimized using modern techniques including vectorization, multi-threading, adjoint algorithmic differentiation (AAD), scripting languages, expression templates, modern American Monte Carlo techniques and much more. SupaPhly will cover all financial calculations in Saxo Bank and will support departments from front to back.

Our current projects include distributed calculations, grid and multi-language APIs using gRPC and protocol buffers, running SupaPhly in cloud, docker containers, TensorFlow in SupaPhly and much more.
Our surrounding systems in Saxo Bank are mostly written in C# and so are many of our interfaces.

 

 

Your Profile :

 

 

As a person you come across as being pragmatic and has a business minded attitude. You are a team-player, responsible and take ownership.

We are looking for candidates that:

  • Have experience in C# and in modern C++ development
     
  • Have a strong background and experience in software development, in particular high-performing, multi-threaded applications
     
  • Ideally hold a master’s degree in computer science or similar
     
  • Are not afraid of complex problems, eager to learn new things and to stay up-to-date within above areas.

 
 

It is an advantage if you know about derivative products and quantitative development. If not, but are curious, willing, and capable of learning, do not hesitate to apply.

 

 

We offer :
 

Online trading is evolving at a rapid pace. That’s why innovation and development are crucial parts of our culture. We have close to 850 IT employees across the globe who are constantly improving our award-winning trading platform. At Saxo technology and the business are integrated into the same teams, ensuring end-to-end ownership. We organize ourselves based on what we want to do for our clients rather than on subject matter expertise, to make sure we make a positive impact on our clients. We encourage new ideas and promote individual ownership of projects and tasks. In that way, every challenge and every achievement in your career belongs to you.
 

We aspire to be a non-hierarchical, purpose-driven organisation. At Saxo, it is not about entitlement; it is about impact – no matter where you sit in the organisation. A good idea is always taken seriously and you can truly make a difference.
When you work here, you become part of the Saxo family. We invest in your personal development and offer you large responsibility from day one. We encourage an open feedback culture and a supportive team environment. If you show a collaborative spirit, drive and passion, your learning curve will be steep and your (international) career opportunities with Saxo immense.
We offer an attractive remuneration and benefits like 28 paid vacation days a year, 10% company contribution on pension, subsidised fitness schemes and life assurance and an income protection scheme.

 

 

 

How to apply :

Click Apply to create an account and upload your resume and a short motivation. We look forward to getting to know you better!

 

 

End Date: