• Permanent, Full time
  • Anson McCade
  • 2019-05-15
  • London, England, United Kingdom
  • Negotiable
  • Full time

Equity Derivatives Quant Developer - VP/assoc level

My client is looking for a VP/Associate level Quantitative Developer to join the Quantitative Development group and work on the analytics libraries used for Equity and Multi-Asset pricing and risk-management.

Equity Derivatives Quant Developer - VP/assoc level

London based

My client is looking for a VP/Associate level Quantitative Developer to join the Quantitative Development group and work on the analytics libraries used for Equity and Multi-Asset pricing and risk-management.

The team creates, implements and supports the models for the Equities Division. As part of the front office, the team supports the trading business in all quantitative aspects.

Key Responsibilities:

You will report to the head of the Equity Quant Development group. You will work on projects as part of a strategic upgrade of the modelling and risk infrastructure, designing and implementing code in C++ into the Equity Quant library to meet business and technical requirements. You will be exposed to a wide variety of mathematical and computer sciences problems ranging from hardware acceleration to interface design. You will be fully integrated into the front office Quant team and will work in close collaboration with the Traders, Structurers and members of Technology.

Knowledge/Experience Required:


  • Strong background in computer science is required. Significant experience in key languages (C++, C#, Java, Python, kdb, SQL) is vital and exposure to mathematical finance, derivative pricing models, and numerical techniques for derivative valuation (Monte Carlo Methods, PDE solvers…) is preferable.
    * At least two years of experience in Front Office development is required with preference given to those with Equity Derivatives experience.

Skills Required:

  • Show keen interest in implementation of models and the architecture of model libraries.
  • Strong teamwork capability.
  • Strong technical programming (C++, C#, Java, Python, kdb, SQL).
  • Knowledge of derivatives models (Equity, Rate, FX…).
  • Show keen interest in the financial markets.

Qualifications:

  • Masters/PhD in computer science or a mathematical subject (Maths/Physics/Engineering etc.).