Data Modeling Specialist

3 days ago


London, Greater London, United Kingdom BGC Group Full time
Job Overview

We are seeking an experienced Data Modeling Specialist to join our team at BGC Group in London. This is a permanent position.

About Us:

BGC Group is a leading global brokerage company, and we have been developing real-time calculation software for the financial markets for over 30 years.

Job Description:

The successful candidate will be responsible for prototyping and evaluating pricing algorithms and models, ensuring their successful transition into high-performance production code.

They will collaborate with traders and other stakeholders to ensure algorithms remain at the cutting edge as markets evolve, taking ownership of the quantitative strategy.

Key responsibilities include constructing and maintaining test data for regression testing and back-casting of algorithms, providing support and assistance in troubleshooting issues, and continuously improving and optimizing existing models and algorithms.

Requirements:

To succeed in this role, you will need a strong background in programming, preferably with modern C++, experience with financial markets and quantitative finance, particularly in FX derivatives and fixed income products, e.g., bond pricing and yield curve construction.

You should also have experience with mathematical modeling, numerical methods, and algorithm development, along with associated tooling, strong problem-solving and analytical skills, good communication skills, with the ability to present authoritatively.

Naturally inquisitive, with a strong desire to keep learning, you will combine a rigorous theory-driven approach with pragmatism to get things done.

A strong attention to detail and ability to work with a high degree of accuracy are essential, as well as proven ability to manage multiple tasks and projects simultaneously.

Estimated Salary: £80,000 - £110,000 per annum.



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