Front Office Quantitative Analyst (Derivatives)

Recruiter
Anson McCade
Location
London, United Kingdom
Salary
Negotiable
Posted
07 Sep 2022
Closes
28 Sep 2022
Ref
16745020
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Their team of veteran finance and technology executives from leading investment banks, hedge funds and trading firms

And as such have developed one of the world's fastest and most robust trading platforms designed to navigate issues unique to the digital asset markets. They have continuously improved their technology throughout their history, allowing for their clients to scale and execute their strategies with the highest level of efficiency.
  • You will help to deliver a fast, reliable and best-in-class production analytics code base for global trading franchise.
  • You will report to the Head of Quantitative Analytics in Trading and work during UK or European business hours with a willingness to travel if necessary.
  • As part of the team, your responsibilities will be to:
    • Develop and maintain the quantitative analytics library used for the in-house pricing and risk management system.
    • Support the trading desks to maximize revenue targets by delivering analytics across our business lines.
    • Work on pricing framework, model validation, internal model changes and contribute to regulatory requirements.
    • Maintain the analytics library to support trades both on and off the run.

Ideal candidate:
  • You will have between 5 to 12 years' experience in a similar role previously.
  • Very Strong background in using numerical methods for vanilla & exotic derivative valuations.
  • Familiarity with all major derivative products past and present in equity, rates, FX or commodity markets.
  • Solid understanding of volatility products and vol surface modelling.
  • Strong programming in C++ 17/20, Python.
  • Excellent analytical, communication and presentation skills.
  • PhD or DEA educated in a quantitative field (Physics, Maths, Financial Engineering).

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