Quantitative Analyst

3 weeks ago

London, Greater London, United Kingdom CMC Markets Full time

CMC Markets is seeking a Quantitative Analyst to enhance our trading capabilities and deliver exceptional experiences for a diverse range of clients in the financial markets. This position is integral to our team, where the selected individual will oversee the entire lifecycle of our pricing models, which includes their creation, enhancement, testing, and validation across a growing array of products. The models in focus encompass valuation frameworks for derivatives, as well as the calibration of volatility and interest rate curves. This role promises a dynamic and fast-paced work environment, with regular collaboration with the dealing, operations, risk management, and IT development teams. It presents a unique opportunity to be at the heart of the business and gain profound insights into the Market Making financial sector.

Key Responsibilities:

  • Critically assess and provide insights on the current suite of models, suggesting enhancements and overseeing their implementation in collaboration with our Quantitative Development team.
  • Stay abreast of industry advancements and standards to ensure the firm remains a leader in innovation and trends.
  • Conduct research and assess the most suitable approaches when new models are necessary to support the development of the derivatives offering, adapting as needed to meet the specific requirements of the team.
  • Guide and mentor junior members of the derivatives team.
  • Collaborate with development teams to refine and enhance all existing algorithms.
  • Commit to ongoing personal and professional development to adapt to the evolving demands of the role, including all relevant regulatory and legislative training.
  • Ensure confidentiality is maintained at all times.

Key Skills and Experience:

  • A degree in quantitative finance, mathematics, computer science, or related fields.
  • Robust analytical and quantitative abilities, preferably with experience in front-office roles related to FX, equities, fixed income, or derivatives.
  • A keen interest in academic research concerning options, volatility, and derivatives.
  • Between 3 to 5 years of relevant experience in a similar financial institution.
  • Strong understanding of general financial products and derivatives, along with market microstructure knowledge.
  • Proficient in Excel, Python, SQL, and time-series databases.
  • Familiarity with tools such as Pandas, NumPy, Matlab, R, or other mathematical/statistical programming languages/packages.
  • Excellent verbal and written communication skills.

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