Quantitative Analyst (London / Singapore)

  • Up to GBP81000 per year GBP
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • BGC Partners
  • 18 Sep 18 2018-09-18

Capitalab, a division of BGC Brokers LP, is looking for highly talented, quantitative, energetic, confident, delivery-oriented quantitative analysts to work within the Capitalab front-office development team, which is split across London and Singapore.

The Capitalab division is a quantitative financial technology group within BGC, founded January 2015, responsible for optimising portfolios of financial derivatives for global investment banks and buy-side clients. Based in both London and Singapore, the teams work directly with Capitalab senior management to develop innovative, revenue-facilitating, market-leading services within the Capital Markets industry.

Capitalab focuses on multilateral derivatives compression and portfolio optimisation. It has already unwound $8+ trillion of gross notional and generated $10+ billion of Initial Margin savings for its global clients across Interest Rate Options (Swaptions + Cap/floors), Interest Rate Swaps (cleared and non-cleared), FX Options and FX Forwards portfolios, with 30+ major institutional clients participating in 80+ successful Compression and Initial Margin Optimisation cycles.

You will be working as one of the early joiners of the division, with a huge potential to grow an already successful business. Suited for a highly motivated self-starter. The product is high profile, client facing, and highly technical.

Essential Experience

  • Highly talented Quantitative Financial / Applied Mathematics / Physics / Engineering or similar quantitative graduate / post-graduate keen to apply existing knowledge and quick to learn complex new concepts and skills
  • Excellent knowledge of financial mathematics, derivative pricing and risk management
  • Strong knowledge of Python, C++ or C# development skills and techniques

Desirable Experience

  • Strong knowledge on vanilla option pricing and risk (FX options, Swaptions, Equity Options)
  • Strong knowledge of numerical algorithms (optimisation, interpolation, linear algebra)
  • Working experience as a front office quantitative analyst

Soft Skills

  • Highly motivated self-starter
  • Capable of managing own workload, while providing regular feedback to management
  • Confident communicator capable of working directly for stakeholders
  • Entrepreneurial approach to problem-solving
  • Collaborative approach to working as part of a global team
  • Ability to work in a demanding environment