Quant Developer – FinTech Risk Management – £60-75K – London

  • £60,000-£75,000
  • London, England, United Kingdom
  • Permanent, Full time
  • Talent International.
  • 23 Sep 16

A pioneering FinTech company is looking for a Quant Developer to join their talented and passionate team. This company prides itself on the quality of its software and has won awards for its novel approach to risk management technology. If you are a bright and creative problem-solver with a hunger for challenging projects, this is the role for you. You will be working in a collaborative environment with the strongest quants and developers and partnering with high profile clients including Tier-1 banks, hedge funds and CCPs. You will have the opportunity to build and enhance every area of their technology.

 

quant developer / quantitative developer / financial engineer / fintech / risk / risk management / market risk / margining /stochastic calculus / collateral / java / java 8 / pricing models / modelling / algorithms / interest rate / credit / forex / equities / otc / exchange traded / pde / monte carlo

 

Quant Developer – FinTech Risk Management – London – £60,000–£75,000

 

The Role:

  • To develop pricing models, from flow products to exotics as required. Our libraries cover interest rate, forex, credit, and equities, both for OTC and exchange traded products; you will be involved in multiple asset classes across a diverse range of projects.
  • To engage with clients as necessary. You are not a salesperson, but the display of your mastery of quantitative finance and its implementation in our software is important.
  • To participate in pre-sales efforts, proof-of-concept work, and post-sales client request satisfaction. Our clients are central counterparties, exchanges, hedge-funds, banks and insurance companies.
  • To do whatever it takes to use your expertise to improve our software and services. The role is not a research role. You will spend time working on solving concrete business problems and getting your hands dirty cleaning data, debugging existing code, and reviewing client requests.

 

Essential Skills:

  • Strong knowledge of financial products – particularly for flow products. Detailed knowledge of conventions, trade cycle, how instruments are used in practice, settlement standard, collateral, etc. OTC and exchange traded.
  • Quantitative finance – Deep understanding of pricing: swaps, bonds, futures, swaptions, inflation, etc. Multi-curve framework, term structure modelling, credit market, collateral impact. Stochastic calculus.
  • Programming – familiar with Java and comfortable writing algorithms. Proficient enough to understand the existing architecture and have opinions about its extension. Ability to implement new functionality in the style of the existing codebase.
  • Numerical analysis – familiarity with numerical implementations.
  • Algorithmic complexity – understand impact of complexity on performance; trade-off between performance, algorithm complexity and memory requirements.

 

Desirable Skills:

  • Numerical analysis – numerical integration, PDE, Monte Carlo. Algorithmic differentiation.
  • Industry awareness – familiar with recent developments in the derivative market, OTC clearing, regulatory changes,
  • Programming – programming experience in Java, including Java 8
  • Version control – team collaboration using version control, including branching and merging; knowledge of Git.

 

If you are interested in this role, please select apply and send your CV to Georgina James at Talent International. Interviews starting promptly, do not delay.

 

quant developer / quantitative developer / financial engineer / fintech / risk / risk management / market risk / margining /stochastic calculus / collateral / java / java 8 / pricing models / modelling / algorithms / interest rate / credit / forex / equities / otc / exchange traded / pde / monte carlo