Director, Delta One Analytics Development

Job DescriptionWhat is the opportunity?

We are seeking a highly technical Director of Analytics Development to lead the design, development, and delivery of core pricing, risk, and analytics infrastructure for our Delta One business. This role sits at the intersection of quantitative finance and systems engineering — the successful candidate will be deeply hands‑on, capable of architecting and writing production‑grade C++ and Python systems while also managing a team of senior quant developers. The role requires someone who leads from the front technically, not purely through delegation.

What will you do?

• Architect and implement low‑latency, high‑performance analytics libraries in C++ for real‑time pricing, risk computation, and position management across Delta One products (equity swaps, futures, forwards, ETFs, synthetic financing)
• Design and maintain Python‑based analytics and research frameworks, including internal libraries consumed by trading desks, risk teams, and quant researchers
• Own the full software development lifecycle: system design, implementation, code review, testing, performance profiling, and production release
• Drive C++ performance optimisation initiatives — memory layout, cache efficiency, threading models (lock‑free structures, SIMD where applicable), and build system hygiene (CMake, Conan or equivalent)
• Develop and maintain risk sensitivities engines: delta, gamma, vega across dividend risk, funding curves, borrow curves, and repo
• Build and own real‑time P explain and EOD batch reconciliation frameworks
• Design and implement pricing model integration layers bridging quant research output (Python/C++) into production systems
• Own internal Python tooling including analytics APIs, back‑testing infrastructure, and data pipelines (pandas, numpy, polars, and in‑house extensions)
• Establish and enforce engineering standards: code review culture, unit/integration testing frameworks (Google Test, pytest), CI/CD pipelines, and documentation practices
• Evaluate and integrate third‑party analytics libraries and data vendors where appropriate
• Define the technical architecture of the analytics platform, including service boundaries, data contracts, and API design
• Make defensible decisions on technology choices: concurrency models, serialisation (protobuf, FlatBuffers, Arrow), IPC/messaging (ZeroMQ, Kafka, shared memory), and deployment patterns
• Lead migration of legacy analytics components to modern, maintainable architectures without disrupting production operations
• Collaborate with infrastructure and platform engineering teams on compute, grid, and real‑time data infrastructure
• Partner with trading desks, structuring, and risk management to translate business requirements into well‑scoped engineering deliverables
• Work closely with quant research to productionise models; act as the bridge between research‑quality prototypes and robust, testable production code
• Participate in hiring: define technical bars, conduct structured interviews, calibrate across the team
• Represent the analytics development function in cross‑functional forums, steering committees, and senior stakeholder discussions

What do you need to succeed?

• 8+ years of quantitative development experience in a sell‑side, buy‑side, hedge fund, or fintech environment
• Expert‑level C++ (C++17/20): template metaprogramming, move semantics, STL internals, multithreading, performance profiling (perf, valgrind, vtune or equivalent)
• Strong Python: production‑quality code, not just scripting — package architecture, Cython/pybind11 bindings, async patterns, testing discipline
• Deep understanding of Delta One products: equity swaps, futures, forwards, TRS, ETF mechanics, stock lending / securities finance
• Solid grasp of risk methodologies: sensitivities, scenario analysis, intraday risk aggregation, P attribution
• Experience building or significantly contributing to real‑time pricing or risk systems in a production trading environment
• Demonstrated ability to write, review, and take full ownership of production code — this is not a role for someone who only directs others to write code
• Strong foundation in numerical methods, linear algebra, and financial mathematics

• Experience with distributed compute for risk: grid computing, vectorised batch frameworks, or GPU acceleration
• Exposure to market microstructure and low‑latency execution analytics
• Prior experience building or owning a quant library or SDK used by multiple internal consumers
• MSc or PhD in Computer Science, Mathematics, Physics, Financial Engineering, or a related quantitative discipline

What’s in it for you?

• Meaningful technical ownership at a senior level — this is an engineering‑led role, not a management‑only seat
• Direct exposure to the trading desk and commercial P, with the ability to see the impact of your work in real time
• Competitive base, discretionary bonus, and long‑term incentive participation commensurate with Director‑level scope

Job SkillsApplication Development, Application Maintenance, Applications Architecture, Commercial Acumen, Enterprise Application Delivery, Information Technology Management, Information Technology Trends, Programming Languages, System Applications