Quant Developer Fintech
Quant Developer Fintech
Quant Capital is urgently looking for a Quant Developer to work for our high profile investment management vendor.
Our client is the world’s leading market portfolio risk analytics software businesses. This Fintech business has both a B to C and a B to B product both of which are rapidly growing. Main projects at present are client modifications as well as a brand new greenfield B2C platform for wealth management to the retail / high volume space.
This role reports directly to the CEO of the London office and is responsible for a number of funds and banks. The role combines hands on Quantitative Analysis with an understanding of how to implement this in varying theatres as well as a constant need to develop products.
The Quant Developer will design and development of risk models and related infrastructure in a Matlab environment for a broad range of OTC derivatives products across equity, credit, interest rate, commodities and foreign exchange markets. This is an opportunity for a quantitative developer with e development experience and knowledge of derivative pricing models for both vanilla and exotic derivatives.
This is an opportunity for an individual with a strong quantitative finance and software development background.
This will require the implementation of cross-asset financial models that range from the simplest models to the more advanced valuation analytics.
For this reason, the quant developer will be required to prove a strong ability for independent research at a mathematical level as well as a high level of analytical rigor and attention to detail.
The Quant will participate in all phases of system development including APIs, algorithm design, back testing, integration with other client applications and production deployment. Model validation, including testing the model at its fundamental level and pricing real-world trades to ensure that the model produces the correct valuation, is a core part of this role.
Quants Developers Must Have:
- Min 3 years experience of Quant Development
- PhD or Masters from a top tier school in Maths Stats, Physics or Engineering
- Stochastic calculus
- Partial differential equations and numerical analysis.
- VBA, Excel
My client is based in London
Quant, Pricing Derivatives, Consultancy C++ Quant Analyst Investment Bank, Hedge Fund Modelling
This job was originally posted as www.cwjobs.co.uk/job/77551514