Senior Strat – Convex Optimisation Senior Strat – Convex Optimisation …

Fourier Ltd
in London, United Kingdom
Permanent, Full time
Last application, 25 Apr 21
150,000 - 250,000
Fourier Ltd
in London, United Kingdom
Permanent, Full time
Last application, 25 Apr 21
150,000 - 250,000
Posted by:
Raffaele Gidoro • Recruiter
Fourier Ltd
Posted by:
Raffaele Gidoro
Recruiter
You will join the Strats & Modelling Team which is responsible for designing and maintaining the algorithms at the heart of the company’ services.

This typically involves creating a model for a linear of convex optimisation problem and interpreting the solution as a set of financial transactions used to improve the derivatives portfolio. You will analyse and understand the data to improve algorithms. You will be the lead developer of one of the calculation systems leading a small team. Strong knowledge of mathematics and financial derivatives is advantageous.

Key skills:

  • Extensive experience designing and building financial products
  • Experience of leading a team to take a product from inception to live
  • Expert knowledge of Python
  • Solid understanding of credit counterparty risk, XVA and margin calculations
Fourier Ltd logo
More Jobs Like This
See more jobs
Close
Loading...
Loading...