Our client is looking for a proven technical ability coupled with leadership and managerial experience.
You will bring 7-10 years working as a Quantitative Analyst developing models in quantitative finance, IT development, or a trading environment.
- A degree in mathematical finance, science or maths from a top tier university, 5+ years C++ experience (preferably using Visual Studio 2017), 3+ years Python experience required.
- Knowledge of the standard pricing models used in the investment banking industry, previously developed coding standards and extensive experience in CI/CD pipelines
- Experience of developing multi-component architectures, knowledge of distributed computing and serialisation techniques
- Knowledge of the main instruments used in Equities and Equity Derivatives, instrument pricing, sensitivity calculations, P&L prediction, P&L explain, VaR, ES and other risk measures.
- Ability to work in fast-paced environment with proven ability to handle multiple outputs at one time