Derivatives Quant Strat

4 weeks ago


London UK, UK, United Kingdom Mondrian Alpha Full time

The Firm

We are working with a leading market maker that provides billions of dollars of liquidity to token issuers, traders, investors, and exchanges globally. The firm is looking to expand its Quant Team and is looking to onboard a Quantitative Strategist in London.


The Role

The successful candidate will have extensive derivatives knowledge to deliver a fast and quality production analytics code base. They will also be supporting the trading desk to generate revenue by providing quantitative analytics and data-driven solutions.


Responsibilities

  • Creating new and analysing existing models for derivative pricing.
  • Develop data-driven solutions for systematic trading strategies, (high to low frequency), trading signals, risk models and categorisation of flow.
  • Quant research and strategy development to implement new trading strategies, especially on options.
  • You will be required to research and build libraries, create and evaluate strategies and analyse performance data - with the view of driving trading decision-making in a data-driven manner.


Requirements

  • PhD or graduate degree educated in a STEM field.
  • +2 years of experience as a quant or systematic researcher.
  • Strong background in using numerical methods including Monte-Carlo, and Stochastic Calculus for vanilla & exotic derivative valuations.
  • Knowledge of major derivative products in equity, rates, FX or commodity markets. Particularly options.
  • Understanding of back-testing and out-of-sample testing methodologies.
  • Solid understanding of volatility products and vol surface modelling.
  • Programming in C++ 17/20 or Rust, Python.
  • Excellent analytical, communication and presentation skills.


  • London,, UK, United Kingdom Anson McCade Full time

    Our client is a leading buy side, multi-strat hedge fund. They are looking for a quant who can join the equity, exotic pricing team and can assist in the development + maintenance of pricing models, and trading tools. Flow/vol experience is a plus.They seek a highly capable and experienced equity quant with strong mathematical and programming skills. You...


  • London,, UK, United Kingdom Anson McCade Full time

    Our client is a leading buy side, multi-strat hedge fund. They are looking for a quant who can join the equity, exotic pricing team and can assist in the development + maintenance of pricing models, and trading tools. Flow/vol experience is a plus.They seek a highly capable and experienced equity quant with strong mathematical and programming skills. You...


  • London,, UK, United Kingdom Anson McCade Full time

    Equity Derivatives Intra-Day Risk Portfolio Analytics Strat – Assoc/VP levelLondon basedResponsibilities:Quant Strats are at the cutting edge of the business, solving real-world problems through a variety of analytical methods. Working in close collaboration with bankers, traders and portfolio managers across the firm, their invaluable quantitative...

  • Desk Strat Lead

    4 weeks ago


    London, UK, United Kingdom Fourier Ltd Full time

    A market leading proprietary trading firm are looking to onboard an experienced Desk Strat to their Equity Derivatives quant team. It’s a super exciting time to join as a senior member of this team as there is huge potential for growth. In the role you will be required to remain very hands on, building trading tools, apps for traders and implementing...


  • London, UK, United Kingdom Anson McCade Full time

    Equity Derivatives Intra-Day Risk Portfolio Analytics Strat - VP level London based Responsibilities: Quant Strats are at the cutting edge of the business, solving real-world problems through a variety of analytical methods. Working in close collaboration with bankers, traders and portfolio managers across the firm, their invaluable quantitative...


  • London, UK, United Kingdom Anson McCade Full time

    Equity Derivatives Intra-Day Risk Portfolio Analytics Strat - VP level London based Responsibilities: Quant Strats are at the cutting edge of the business, solving real-world problems through a variety of analytical methods. Working in close collaboration with bankers, traders and portfolio managers across the firm, their invaluable quantitative...

  • Quant Developer

    4 weeks ago


    London, UK, United Kingdom Fourier Ltd Full time

    A rapidly expanding and award-winning, Fintech is looking for a Quant Developer to join their London based Strat team. The business leverages a sophisticated technology stack to offer a market leading solution currently used by all the global top tier investment banks. The successful candidate will be responsible for the development of their portfolio...


  • London, UK, United Kingdom Anson McCade Full time

    They seek a capable and experienced equity quant with strong mathematical and programming skills. You must have experience in building cutting edge trading tools and other analytics, which have been profitable. You must be happy working on all aspects of a quant project from start to finish; understanding the business problem, modelling and solving the...


  • London, UK, United Kingdom Anson McCade Full time

    They seek a capable and experienced equity quant with strong mathematical and programming skills. You must have experience in building cutting edge trading tools and other analytics, which have been profitable. You must be happy working on all aspects of a quant project from start to finish; understanding the business problem, modelling and solving the...


  • London, UK, United Kingdom Acquire Me Full time

    Quant Pricing Researcher A UK based Hedge fund are looking for a Volatility Quant Pricing Researcher to join their Quant Pricing team in developing a cutting edge pricing platform that will be crucial to a number of investment teams at the firm. Role Overview You'll be joining a newly formed Quant Pricing team to develop a cutting-edge pricing platform....


  • London, UK, United Kingdom Acquire Me Full time

    Quant Pricing Researcher A UK based Hedge fund are looking for a Volatility Quant Pricing Researcher to join their Quant Pricing team in developing a cutting edge pricing platform that will be crucial to a number of investment teams at the firm. Role Overview You'll be joining a newly formed Quant Pricing team to develop a cutting-edge pricing platform....


  • London, UK, United Kingdom Eka Finance Full time

    Role:- The role will involve working across 2 systematic volatility arbitrage programs (one in FX the other in Equity Indices) You will :- Develop and implement models to compute overhedges for options Pricing library model maintenance, development, and implementation Develop and implement a tool for hedging derivatives Implement new pricers and...


  • London, UK, UK, United Kingdom Albert Bow Full time

    Systematic Market Making Derivatives Strat | London | HybridMy client is a prominent market-making and programmatic trading company established in 2013, operating within the dynamic realm of cryptocurrency trading. With a global presence spanning over 5 countries and a team of over 200 professionals, they provide substantial liquidity to cryptocurrency...


  • London, UK, UK, United Kingdom Albert Bow Full time

    Systematic Market Making Derivatives Strat | London | HybridMy client is a prominent market-making and programmatic trading company established in 2013, operating within the dynamic realm of cryptocurrency trading. With a global presence spanning over 5 countries and a team of over 200 professionals, they provide substantial liquidity to cryptocurrency...


  • London, UK, United Kingdom Eximius Finance Full time

    The role: Lead the platform’s market data integrity initiatives, including the creation and maintenance of implied equity/ETF/Debt volatility surfaces, forward curves, issuer risk curves, and other model frameworks needed for defined return derivatives pricing Maintain the platform’s hedging and issuer cost assumptions across a variety of different...


  • London, UK, United Kingdom Eximius Finance Full time

    The role: Lead the platform’s market data integrity initiatives, including the creation and maintenance of implied equity/ETF/Debt volatility surfaces, forward curves, issuer risk curves, and other model frameworks needed for defined return derivatives pricing Maintain the platform’s hedging and issuer cost assumptions across a variety of different...


  • London,, UK, United Kingdom Anson McCade Full time

    Core Quant - Top Peforming Buy Side FundLondon basedThis team is responsible for the technology infrastructure both inside and surrounding the core quantitative analytics library – it encompasses the risk engine, risk based pnl attribution, timeseries/trade analysis and defining and maintaining the API to their core analytics. As such, the team works very...


  • London, UK, United Kingdom Fourier Ltd Full time

    One of the largest companies globally, and a major player in the oil and gas industry are looking to hire a model validation quant, ideally with 3-5 years’ experience, to help build out their model validation desk. You’d be joining a team of experienced Quants and will be mentored by an exceptional quant from a tier 1 bank who recently joined the desk....


  • London, UK, United Kingdom Fourier Ltd Full time

    One of the largest companies globally, and a major player in the oil and gas industry are looking to hire a model validation quant, ideally with 3-5 years’ experience, to help build out their model validation desk. You’d be joining a team of experienced Quants and will be mentored by an exceptional quant from a tier 1 bank who recently joined the desk....

  • Global Banking

    4 weeks ago


    London, UK, United Kingdom Goldman Sachs Full time

    What we do Structured Finance & Lending (SFL) Strats Team within Global Markets Division (GMD) is responsible for modeling and pricing of structured trades, as well as building risk management tools for SFL businesses and clients using cutting edge quantitative, machine learning, and other AI techniques. The business focuses on providing customized...