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    Lead Quant Research Developer - London, United Kingdom - Algo Capital Group

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    Description

    Lead Quant Research Developer - Vol Pricing

    A Global Market Leading Trading Firm is seeking a Senior Quantitative Research Developer to lead the building of equity derivatives and vol pricing models. The firms integrates innovative technology into trading strategies, utilizing a sophisticated research platform as well as pricing and risk models to realise consistent trading alphas.

    Responsibilities:

    • Collaborate with quant researchers, traders and risk managers on the design and implementation of the pricing platform.
    • Conduct real time analysis of dataset quality, investigate errors in data pipelines and liaise with various teams to resolve any issues.
    • Drive automation of legacy pricing systems.
    • Streamline the research process, enabling efficient deployment of strategies from initial prototypes to production.
    • Testing new technologies and optimizing the firm's technological framework.

    Key Requirements:

    • Bachelor's degree in Computer Science, or other relevant fields.
    • Experience in C++ development, preferably with modern C++ (version 17 or later).
    • An advanced programming foundation and the ability to communicate effectively, and write maintainable code.
    • Experience in a Trading firm.


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