Quantitative Analyst - Interest Rate Options - Hedge Fund FinTech
My client is a market leading FinTech business that spun-out of one of the largest and most successful hedge funds in the world. Their offering is a suite of technology and investment management infrastructure services that they provide to the world's leading hedge funds and asset managers.
What You'll Get
* An opportunity to play a key role in one of the most exciting hedge fund focused FinTech businesses in the world. This position will work as the right hand to the COO, will be a significant person of influence, and have high visibility to the C suite and external stakeholders.
* An opportunity to work in a high talent density organisation, alongside an exceptional team who have joined the business from top tier hedge funds and other major financial markets institutions.
* Market leading compensation, including an annual discretionary bonus, regular salary reviews and ongoing opportunities for financial advancement.
* Benefits including pension, healthcare, life insurance, 26 days holiday and 10 further days working from wherever you want in the world amongst others.
What You'll Do
* Joining the Quantitative Analytics & Development team, you will play a key role in the development and enhancement of their in-house pricing and risk models, working across a range of securities and derivatives, with a focus on Non-Linear Rates products. The models are implemented in the Quant Library, which is written in C++.
* Play a key role in the building of new C++ & Python based tools and services in line with the needs of the clients.
* Play a key role in the implementation of models into the pricing and risk platform using C#.
* Play a key role in the monitoring and support of the Quant production system.
* Work collaboratively with a cross-functional team of developers, engineers, product managers and leadership to evolve and execute the product roadmap in a time efficient manner.
What You'll Need
* Extensive experience working as a quantitative analyst in a trading environment.
* Extensive experience of modelling and implementing pricing libraries.
* Interest Rate Derivatives pricing experience, specifically Options, with Exotics being beneficial.
* SABR Volatility model expertise.
* A Master's degree or a PhD in a mathematical or STEM discipline.
* A passion for working in a FinTech environment.
Seniority level
Mid-Senior level
Employment type
Full-time
Job function
Information Technology and Finance
Industries
Financial Services, Capital Markets, and Investment Management
#J-18808-Ljbffr