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Regulatory Strategist
3 months ago
Exciting opportunity to join a leading hedge fund's quant modelling team as a core member.
You'll be working on a wide programme of work including building a greenfield derivatives pricing library, developing models for new products from scratch, implementing models for any asset class, developing models for back tests and live trading strategies, and integrating libraries into market data feeds & real-time pricing systems.
You'll need:
Excellent software engineering skills in C++ and Python
Modelling experience
Knowledge of stochastic process and theory of derivative pricing
Master’s Degree or PhD in a quantitative field