Junior Quant/Quant Developer (PhD level) Junior Quant/Quant Developer (PhD level) …

Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 06 May 21
perfomance based bonus
Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 06 May 21
perfomance based bonus
This is a great opportunity for a junior quant/quant developer (ideally PhD level) with a couple of years' experience to join a strong front office FX quant team. You will be exposed to a wide range of what they do, including cutting edge FX models and high performance computing. There is a fantastic culture at the firm with a strong work/life balance and flexible working approach.

Junior Quant/Quant Developer (PhD level)

Responsibilities:

  • This role is primarily focused on conventional option pricing with the analytics library (though it may, in time, evolve to contribute to other areas of the team's activities). This is not a core modelling role.
  • This role will mainly be focused on:
    • Using existing frameworks to model new products via both PDE and Monte Carlo techniques;
    • Testing, documentation and ongoing monitoring, including development to automate these tasks;
    • Acceleration of existing valuations by programming FPGAs in OpenCL.
  • The role will involve a mixture of C++ and Python. The analytics library is mainly written in C++ and so the ability to use (or learn) C++ is definitely necessary. However this role will probably involve more use of Python, which is the language they use to script and test, to perform many analyses including ongoing monitoring, and so on. LaTeX will also be used for document preparation.

Requirements:

  • Associate-level hire, with or without previous experience but with lots of potential.
  • A Masters or PhD in a relevant subject is preferred (interested in STEM broadly, it doesn't necessarily need to be specialised in Mathematical Finance).
  • C++ and Python but you don't need to be an expert in both languages, just to have enough coding knowledge.
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