Quantitative Analyst, Credit Derivatives

4 weeks ago

London, United Kingdom Tempest Vane Partners Full time

The Client


To be considered for an interview, please make sure your application is full in line with the job specs as found below.

My client is a leading FinTech business delivering technology and investment management infrastructure services to some of the world's leading hedge funds and asset managers.

What You'll Get

  • An opportunity to be part of one of the most exciting FinTech businesses in the City with a clear goal to become the first choice trading technology provider with asset managers and financial institutions alike, across both derivatives and digital asset markets.
  • The teams are highly collaborative with excellent cross-company communication, and you are trusted to work autonomously with leadership offering guidance and support when needed.
  • There is a high talent density and as such you will be working with top performers from across the industry with exceptional mentoring and opportunities to learn and develop your skills.
  • They pay market leading compensation, including an annual discretionary bonus, with ongoing opportunities for financial advancement.
  • They offer a hybrid office and working from home model.
  • They offer benefits including pension, healthcare, life insurance, 26 days holiday, 10 further days working from wherever you want in the world.

What You'll Do

  • Joining the Quantitative Analytics & Development team, you will play a key role in the development and enhancement of their in-house pricing and risk models, working across a range of securities and derivatives, with a focus on Credit. The models are implemented in the Quant Library, which is written in C++.
  • Play a key role in the building of new C++ & Python based tools and services in line with the needs of the clients.
  • Play a key role in the implementation of models into the pricing and risk platform using C#.
  • Play a key role in the monitoring and support of the Quant production system.
  • Work collaboratively with a cross-functional team of developers, engineers, product managers and leadership to evolve and execute the product roadmap in a time efficient manner.

What You'll Need

  • Extensive experience working in a quantitative analyst role in a trading.
  • Experience of modelling and implementing pricing libraries.
  • Strong development skills in C++ skills are essential.
  • Credit Derivatives experience is beneficial, however they will consider candidates from other areas of Fixed Income, especially Interest Rate Derivatives and XVA.
  • A Master's degree or a PhD in a mathematical or STEM discipline.
  • Excellent communication skills.
  • A passion for working in a FinTech environment.

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