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    Quantitative Analyst, Credit Derivatives - london, United Kingdom - Tempest Vane Partners

    Tempest Vane Partners
    Tempest Vane Partners london, United Kingdom

    1 day ago

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    Description

    The Client

    My client is a leading buy-side focused FinTech business delivering cutting edge trading technology for pre-trade analytics and order & execution management to some of the world's leading hedge funds and asset managers.

    What You'll Get

    • An opportunity to be part of one of the most exciting FinTech businesses in the City with a clear goal to become the first choice trading technology provider with asset managers and financial institutions alike, across the derivatives trading market.
    • The teams are highly collaborative with excellent cross-company communication, and you are trusted to work autonomously with leadership offering guidance and support when needed.
    • There is a high talent density and as such you will be working with top performers from across the industry with exceptional mentoring and opportunities to learn and develop your skills.
    • They pay market leading compensation, including a lucrative commission scheme and annual discretionary bonus with ongoing opportunities for financial advancement.
    • They offer a hybrid office and working from home model.
    • They offer benefits including pension, healthcare, life insurance, 26 days holiday, 10 further days working from wherever you want in the world, onsite gym, cycle to work scheme and a range of other benefits.

    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 Credit. 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 in a quantitative analyst role in a trading.
    • Experience of modelling and implementing pricing libraries.
    • Strong development skills in C++ skills are essential.
    • Credit Derivatives experience is beneficial, however they will consider candidates from other areas of Fixed Income, especially Interest Rate Derivatives and XVA.
    • A Master's degree or a PhD in a mathematical or STEM discipline.
    • Excellent communication skills.
    • A passion for working in a FinTech environment.
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