Quant Developer
3 weeks ago
Role Overview
We are seeking a talented Quant Developer to join our team at Quant Capital in London. This is an exciting opportunity to work on a greenfield project building out buy and sell side trading algorithms for a high-profile FinTech insurance exchange.
The successful candidate will lead the market in developing complex pricing and risk models, working individually and with developers to create, develop and implement production-ready code using object-orientated programming.
About the Role
- Developing and implementing complex pricing and risk models using stochastic calculus, partial differential equations, Monte Carlo simulations, statistics, and numerical algorithms.
- Working closely with developers to create, develop and implement production-ready code using object-orientated programming.
Requirements
- MSc or PhD 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.
- Version control experience such as Git/Github.
- Experience in yield curves construction.
- Knowledge of fixed income performance attribution methodologies.
What We Offer
- A competitive salary of £150,000 plus bonus.
- A dynamic and relaxed work environment similar to Facebook or Google.
- Opportunities to contribute to a groundbreaking global financial network.
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