Front Office Quant Strat/Dev, Derivatives Pricing

London
Ref: QSE-3005
Circa £120k base, plus Front Office bonus
Global Investment Bank
Front Office Derivatives modelling, C++ & Python, Cutting edge trading and risk platform

Our client, a leading global investment bank, is looking to expand its front office quant strat team with the hire of  junior quant to focus on derivatives (rates. equity or other) in London. Working on the trading floor, part of a global team, very closely aligned with revenue generation, you will maintain and develop cutting edge trading and multi-asset risk platforms. Experience with derivatives pricing and modelling (Equity, Rates or other) and a passion for technology with good C++ will ensure you an interview!

TEAM OVERVIEW:
The Quant Strat team applies specialist methods from maths, science and engineering to advance the business.  The focus is derivative valuation and risk, automated trading and execution, data-driven decision-making, and pushing new areas of growth.

ESSENTIAL SKILLS & EXPERIENCE:

  • A top-tier MSc/PhD in a quantitative discipline (e.g. math, physics or engineering)
  • Commercial experience in Python, C++ or another OO environment
  • Experience with derivatives pricing and modelling (e.g. Volatility modelling, etc)
  • Open source frameworks/tools e.g. Numpy, Pandas, Pyramid, etc. will be an advantage
  • Knowledge of data structures and modern design patterns