-
Commodities Quant/strat
3 weeks ago
eFinancialCareers London, United KingdomThe platform provides financing, financial hedging, physical execution and access to market pricing for clients exposed to commodities and financial markets. Markets covered include energy; metals, mining and agriculture; fixed income and currencies; credit;and futures. · This is ...
-
Front Office Quant Strat
18 hours ago
Millar Associates London, United KingdomFront Office Quant Strat, Capital, FRTB (VP), London · London Ref: RCQD-1008 Total up to £250k + Benefits Top-Tier Global Investment Bank FRTB, Risk & Capital, Front Office Credit Quant Group The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to mig ...
-
Derivatives Quant Strat
3 weeks ago
Mondrian Alpha london, United KingdomJob DescriptionThe Firm · We are working with a leading market maker that provides billions of dollars of liquidity to token issuers, traders, investors, and exchanges globally. The firm is looking to expand its Quant Team and is looking to onboard a Quantitative Strategist in Lo ...
-
Senior Commodity Quant Strat
1 week ago
Hays Specialist Recruitment Limited London, United KingdomSenior Commodity Quant Strat | Independent Energy and Commodities Trading Firm | Up to £160,000 plus Bonus · Do you want to build a greenfield risk platform and author a core pricing library? Do you want to work for the world's largest independent energy trading company? Are you ...
-
Barclay Simpson london, United KingdomJob DescriptionOur client is a Global Banking Leader in London who are looking for an experienced Quant/Strat to join a high performing team who focus on increasing revenue, optimising use of capital, and responding to new business opportunities. · As a Quant Strat you'll play a ...
-
OCR Alpha London, United Kingdom Full timeThe Role: · Based in their growing London office, you will be working within the quant research team on a greenfield state of the art pricing system. You will be responsible for the full lifecycle of this project from design to development and implementation. · Responsibilities: ...
-
Saragossa London, United KingdomLooking for a deep learning role that could make the Mariana trench seem like a puddle? · Make sure to read the full description below, and please apply immediately if you are confident you meet all the requirements. · This global investment manager hires asset class experts, suc ...
-
Saragossa London, United KingdomJob Description Looking for a deep learning role that could make the Mariana trench seem like a puddle? · This global investment manager hires asset class experts, such as an ex-portfolio manager from a Tier 1 hedge fund to grow and manage risk. · You're going to be part of hea ...
-
Saragossa London Area, United KingdomLooking for a deep learning role that could make the Mariana trench seem like a puddle? · This global investment manager hires asset class experts, such as an ex-portfolio manager from a Tier 1 hedge fund to grow and manage risk. · You're going to be part of headcount growth th ...
-
Quant Strategist
4 weeks ago
Harrington Starr London, United KingdomLocation: · - London- Industry: · - Software Engineering- Salary: · - £ Reference: · Contact name: · - Oli Knight- Job published: · - March 30, 2023**Job description**: · Are you an outstanding Quantitative Strategist set on establishing yourself further within the energy trading ...
-
Quant Strategist
2 weeks ago
Deutsche Bank London, United Kingdom**Quant Strategist**: · **Job ID**:R0305258**Full/Part-Time**:Full-time**Regular/Temporary**:Regular**Listed**: **Location**:London**Position Overview**: · **Job Title **Quant Strategist · **Location **London · **Corporate Title **Vice President · Group Strategic Analytics (GSA) ...
-
Quantitative Credit Strategist
3 weeks ago
Deutsche Bank London, United Kingdom**Quantitative Credit Strategist**: · **Job ID**:R0249700**Full/Part-Time**:Full-time**Regular/Temporary**:Regular**Listed**: **Location**:London**Position Overview**: · **Job Title **Quantitative Credit Strategist · **Location **London · **Corporate Title **Associate/Vice Presid ...
-
Prime Finance In-business Risk
2 weeks ago
Citi London, United KingdomCiti is looking for a senior in-business risk professional who will report into the Global Head of Prime Finance in-business risk (IBR) and have the responsibility for counterparty and platform risk management of Citi's cash and synthetic Prime Brokerage and Equity Delta One busi ...
-
Front Office Python Engineer
3 weeks ago
Paragon Alpha - Hedge Fund Talent Business london, United KingdomParagon Alpha is working with a 60BN multi manager, multi strat hedge fund. After a lucrative 2023 they are continuing to build their world class technology teams here in London. · As part of this expansion we are searching for an elite Python Engineer to join their Equity PM tea ...
-
Desk Strat Lead
1 week ago
Fourier Ltd London, United Kingdom Full timeA market leading proprietary trading firm are looking to onboard an experienced Desk Strat to their Equity Derivatives quant team. It's a super exciting time to join as a senior member of this team as there is huge potential for growth. In the role you will be required to remain ...
-
Quant Developer
1 week ago
Fourier Ltd London, United Kingdom Full timeA rapidly expanding and award-winning, Fintech is looking for a Quant Developer to join their London based Strat team. The business leverages a sophisticated technology stack to offer a market leading solution currently used by all the global top tier investment banks. · The succ ...
-
Software Engineer
1 week ago
Thurn Partners London, United KingdomMarket Data - C++ - Software Engineer · Company Insight · A leading global multi-strat hedge fund, specializing in employing a range of systematic and quantitative strategies across various financial markets, that is rooted in extensive trading, technology, and operational profic ...
-
Goldman Sachs London, United KingdomRISK ENGINEERING · Risk Engineering ("RE"), which is part of the Risk Division, is a central part of the Goldman Sachs risk management framework, with primary responsibility to provide robust metrics, data-driven insights, and effective technologies for risk management. RE is st ...
-
Lead GUI Software Engineer
1 week ago
Augmentti Greater London, United KingdomThe Company · One of the most exciting and best performing systematic multi-strat quant funds of the last decade; who have 15x'd their AUM, 8x'd their headcount and opened multiple new offices in under 10 years while consistently delivering double-digit returns. They are trul ...
-
Quantitative Strategist
3 weeks ago
Albert Bow london, United KingdomSystematic Market Making Derivatives Strat | London | Hybrid · My client is a prominent market-making and programmatic trading company established in 2013, operating within the dynamic realm of cryptocurrency trading. With a global presence spanning over 5 countries and a team of ...
Derivatives Quant Strat - London, United Kingdom - Mondrian Alpha
Description
The FirmnWe are working with a leading market maker that provides billions of dollars of liquidity to token issuers, traders, investors, and exchanges globally.
The firm is looking to expand its Quant Team and is looking to onboard a Quantitative Strategist in London.The RolenThe successful candidate will have extensive derivatives knowledge to deliver a fast and quality production analytics code base. They will also be supporting the trading desk to generate revenue by providing quantitative analytics and data-driven solutions.
ResponsibilitiesnCreating new and analysing existing models for derivative pricing.nDevelop data-driven solutions for systematic trading strategies, (high to low frequency), trading signals, risk models and categorisation of flow.nQuant research and strategy development to implement new trading strategies, especially on options.nYou will be required to research and build libraries, create and evaluate strategies and analyse performance data - with the view of driving trading decision-making in a data-driven manner.
RequirementsnPhD or graduate degree educated in a STEM field.n+2 years of experience as a quant or systematic researcher.nStrong background in using numerical methods including Monte-Carlo, and Stochastic Calculus for vanilla & exotic derivative valuations.nKnowledge of major derivative products in equity, rates, FX or commodity markets.
Particularly options.nUnderstanding of back-testing and out-of-sample testing methodologies.nSolid understanding of volatility products and vol surface modelling.nProgramming in C++ 17/20 or Rust, Python.nExcellent analytical, communication and presentation skills.
