Algo Trading Specialist
1 week ago
We are looking for a highly skilled Algo Trading Specialist to join our team at Quant Capital. As a specialist, you will be responsible for developing and implementing complex algorithms for trading and risk management using stochastic calculus, partial differential equations, and Monte Carlo simulations. Your expertise in object-oriented programming and version control systems such as Git/Github will be essential in developing production-ready code.
Key Responsibilities:
- Developing and implementing quantitative analysis models using Python
- Collaborating with developers to create and implement complex pricing and risk models
- Using stochastic calculus, partial differential equations, and Monte Carlo simulations for quantitative analysis
What You'll Need
To succeed in this role, you will need:
- A Master's or PhD degree in a STEM subject
- Experience in financial markets focused on trading and risk management within the OTC or exchange-based trading market
- Proficiency in Python and version control systems such as Git/Github
- Knowledge of fixed income performance attribution methodologies and yield curves construction
Salary and Benefits
The salary for this role is estimated to be around £150,000 plus bonus, and we offer a relaxed open environment similar to Facebook or Google.
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