Our client is a leading tech-driven quant and systematic hedge fund trading with offices across the globe. They leverage deep knowledge in data, research, technology and trading to deliver high-quality returns. This opportunity offers a dynamic and fast-paced environment with excellent opportunities for career growth.
They are looking for a talented engineer skilled in modern C++ (17/20) to be a key member of the Quant Modelling team, where your main focus is to build and enhance the brand new derivatives pricing library. You'll have the chance to build models for new products from scratch, as well as working collaboratively with Risk & Technology to integrate the library into market data feeds and real-time pricing systems.
2023 is a big year of growth for this firm, making now the perfect time to apply! Requirements
- 4-10 years' experience as a Front Office Strat, Risk Quant or Quant Researcher
- Strong coding skills in C++ (17/20 is ideal) and Python
- Advanced degree in a quantitative field (Maths, Computer Science, Physics, Engineering or similar)
- Modelling knowledge of at least one asset class: Bonds, Credit, Vol, Inflation, Commodities, Rates, FX, etc. (familiarity with additional asset classes is a plus)
- Bonus points for familiarity with stochastic process and theory of derivative pricing
- Great opportunity to be part of a collaborative, creative environment where you can feel valued for your input
- Competitive salary + generous benefits
- Professional and personal development
- Relaxed, casual culture, with a healthy work-life balance
To apply for this role, please email your CV to: Kishan Patel
+44 (0)20 3137 9572