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Software Engineer (Python)

Posted: 8 Jun 2021 Closes: 9 Jul 2021
London Competitive
Permanent & Full-time PwC_193769WD-int

Who are we looking for?

Are you a software engineer with experience in Python and an interest in financial derivatives, looking to work in a fast-paced and dynamic business?

About the team
The Market Value Direct (MVD) team values instruments from liquid traded shares and bonds through to complex derivatives along with the related valuation adjustments. We also work with organisations - from global tier-one banks through to small local corporates - to engage in model design, implementation, documentation, validation and validation review activities.

The MVD team has grown significantly over the past 12 months and is forecast to continue to grow, both in size and new areas of work. Joining our team offers the opportunity to make a significant contribution to the architecture of our valuation infrastructure, in a flexible work environment.

We are proud of our caring and supportive team culture-this is an important aspect of our core values and has seen people stay with us throughout our growth story.

About the role
As a software engineer within the MVD team you will help to maintain and extend our Python codebase that performs valuation of financial instruments. The successful candidate will also have the opportunity to participate in the design and architecture of extensions to our software stack, along with the chance to work on new/greenfield projects.
This role offers remote working (within the UK) by default.

Essential Skills and Experience
  • Bachelor's degree (at least 2.1) in computer science, engineering, physics, or mathematics
  • Proven working knowledge and experience of Python software development in industry or academia
  • Familiarity with software engineering best practices
  • Familiarity with source control (ideally Git)

Desirable
  • Master's degree in computer science, engineering, physics, or mathematics
  • Experience working on large code-bases
  • Theoretical understanding of and hands-on experience in developing mathematical models

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