Job title: Fingal IT Quantitative
Developer / Optimization Specialist
Corporate Title: VP
is an Asia-based financial services group with an integrated global network
spanning over 30 countries. By connecting markets East & West, Nomura
services the needs of individuals, institutions, corporates and governments
through its three business divisions: Retail, Asset Management, and Wholesale
(Global Markets and Investment Banking). Founded in 1925, the firm is built on
a tradition of disciplined entrepreneurship, serving clients with creative
solutions and considered thought leadership. For further information about
Nomura, visit www.nomura.com
The Fingal Technology team provides a
number of services related to the core architecture development, testing,
release and deployment of the Fingal analytics pricing libraries. Fingal is the
source of pricing analytics for fixed income in the Global Markets division,
relied upon by all Nomura Fixed Income systems.
The team currently consists of 3 team
members in London, 5 in Shanghai and one in Tokyo. We are seeking to expand the
team by one in London, hiring a developer with a proven track record in the optimization
of numerical code. The successful candidate is likely to work on optimization
for a significant period of time but may work on more general projects
supporting the analytics library in the future.
the Fingal analytics library to make greater use of modern parallelization
technologies at the project management and development level.
closely with quant analysts to make their modelling code make more effective
use of compute resources.
with technology teams to make sure available hardware and cloud computing
resources are used effectively by the Fingal software library and to articulate
requirements on the firms hardware strategy going forward.
general development and maintenance of the Fingal software library and it
experience, qualifications and knowledge required:
real-world modern C++ experience with an emphasis on programs dealing with
background working with vectorization and parallelization software and
hardware. Example hardware: Modern Intel chipsets (AVX), Xeon Phis, GPUs.
Example software: Compiler/processor-specific coding, CUDA, VexCL, OpenCL,
Thrust, Bolt, C++AMP, Boost.Compute.
experience in Python, especially in fast numeric methods, and a desire to learn
Nice to have
developing financial analytics implemented in standards conformant C++.
STL and/or Boost experience.
in Java and/or a .Net language.
about trends in data science and associated hardware (AI, deep learning, TPUs)
with large-scale software architecture choices and how to decide between them.
with Windows and Linux.
understanding of the basics of Financial Engineering and Financial Modelling of
ability to deliver short term rapid solutions while building on a long-term
strong communicator, patient, willing and able to communicate effectively with
colleagues at work in remote locations.
self starter that finishes their projects and is familiar with the Software
Development Life Cycle.
of a Computer Science, Mathematics or similar degree.