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    Data Strategists - London, United Kingdom - Augmentti

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    Description

    We are working with a systematic, quant hedge fund that manages over $18bn and with 800+ people across Europe & APAC, and specifically with their central Modelling group in London where they're looking hire into the team which is working on building and enhancing the firm's new pricing & analytics library.

    This group works with Research & Trading teams to develop models for backtests & live trading strategies, and with the Risk & Technology functions to integrate the library into market data feeds & real-time pricing systems.

    This individual will build models for new products from scratch, implementing models for any asset class from vanilla to exotic products (across Bonds, Credit, Vol, Inflation, Commodities, Rates, FX etc...).

    Experience as a Front Office Quant/Strat or Model Validation for FO pricing models.
    Master's Degree or PhD in a quantitative field (such as Mathematics, Computer Science, Physics, Engineering or similar)
    Excellent C++ skills (familiarity with C++17/20 is a plus)
    Excellent Python skills

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