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- Implementation and deployment of real-time and batch production jobs for calibration, pricing and risk.
- Extracting market and position data from internal and external sources to be used for calibration, pricing and risk purposes.
- Tracking down pricing mismatches and their causes.
- Assisting users in trading and risk management with use of models and ad-hoc pricing requests.
- Close collaboration with stakeholders in trading and risk management and other quants on model use and development.
- Bachelor or higher in STEM.
- Good knowledge of market and trade data and how to source and reconcile it.
- Knowledge of mathematical models and numerical methods for derivatives pricing.
- Working knowledge of Python and Excel and some C++.
- Experience working in both Windows and Linux.
- Experience with GitHub and VS Code is a plus.
Quantitative Researcher - London Area, United Kingdom - Capital Markets Recruitment
Description
Our client, a Global Multi Strate hedge fund with exceptional YTD performance hope to hire a Quantitative Researcher to join their Central team.
They are looking for a desk quant to work in the quantitative research department on implementation and deployment of a state-of-the-art cross asset pricing and risk system. The system's core is written in C++ with lighter front ends in Python and Excel.
Responsibilities of the Role:
Requirments of the Role:
For more info, please apply below or reach out to our Associate Director, Tom, on