Performance Developer

2 weeks ago


City of London Greater London, United Kingdom Quant Capital Full time

Quantitative Fixed Income Specialist Hybrid working
£Our client is a rapidly expanding financial services firm that has built a global network allowing investors to analyse and collaborate on investments. They are fundamentally a big financial data firm. Their innovative approach is reshaping the industry by making investments transparent, empowering investors to make confident and informed decisions and holding financial institutions accountable to investors.

Working individually and with developers to create, develop and implement complex pricing and risk models for multi asset products
Use stochastic calculus, partial differential equations, Monte Carlo simulations, statistics, and numerical algorithms for quantitative analysis.
Minimum of 5 years' experience in financial markets focused on trading and risk management within the fixed income or equities
MSc or PhD in a STEM subject
Good C++ including C++ 11/14
Some Python
Knowledge of fixed income performance attribution methodologies

Join our client's dynamic team and contribute to their mission of reshaping the financial markets with their groundbreaking global financial network.


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