Data Science Engineer for Financial Modeling
4 weeks ago
TradingHub is a fast-growing company that combines the best of tech and finance to deliver meaningful results to its customers.
We are seeking an experienced Data Science Engineer to join our Analytics & Data division, where you will work alongside engineers and quants to create and deploy financial pricing libraries, calculators, and risk algorithms.
The ideal candidate will have excellent mathematical skills and the ability to engineer high-quality software in a practical setting.
Key Responsibilities:
- Development of sophisticated pattern-detection algorithms for use across all of TradingHub's product offerings
- Development of financial pricing libraries, calculators, and risk-related algorithms
- Research and development of broad models of market dynamics across multiple asset classes
- Prototyping, testing, and validation of TradingHub's proprietary mathematical/statistical models
- Use of in-house big data language for large-scale pricing and analysis of security and risk data
- Implementation and optimisation of the core algorithms used by TradingHub to perform deep analysis of financial data
Main Skills/Competencies:
- Proficiency with C#, C++, or Python
- Experience working with database technologies such as SQL, MySQL, Postgres etc.
- Evidence of exceptional mathematical and analytical skills
- Industry experience working as a quant within a pricing/risk function
- Understanding of derivatives (swaps, options, futures) and able to translate a stream of cash flows into risk
- Good knowledge of fixed-income or commodities asset classes
- Confidence to experiment with new ideas and technologies
Salary: £80,000 - £110,000 per annum
Benefits:
- Annual discretionary performance bonus
- Hybrid working policy + flexible hours
- Aviva private medical insurance + Unum dental cover
- Extended parental leave (up to 6 months of fully paid maternity leave)
- 25 days annual leave + bank holidays
- Enhanced company pension plan
- Salary sacrifice scheme
- 5 days study leave towards professional qualifications
- Cycle to Work & Techscheme
- Death in service coverage
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