C#, Quant, Developer, Pricing, Modelling, Derivatives
You will be working very closely with the Quant Analysis team and Pricing developers. A lot of hedge funds are stick in the legacy platforms. Not here. Here, you will work on next generation, high performance risk models
The culture is the best of both worlds. Not only will you be working with high caliber developers, and top-level IT specialists you will also enter a tech-savvy, FinTech style environment combined with a huge amount of industrial funding from the parent company (biggest hedge fund in the world). - Best of both worlds.
They are trying to build out a very modern platform with a modern technology stack. A lot of hedge funds have slow pricing models/libraries but this client wants things to be quick and snappy, highly attainable with a large degree of intelligence behind the model they are building. The collaboration between the Quant and the Analyst is really close. Working together.
APPLY NOW! BIG BONUS SCHEME TOO!
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