A branching out fintech firm who focus on delivering cutting edge post-trade risk reductions products to the derivatives market are looking to hire an programming minded quant into their head office in London. The company is rare in that they provide a service blended with sophisticated technology, business and quantitative skills (Python, AWS, Open Source). In the last 5 years, the company has grown from 20 to 100 people globally across London, New York and Amsterdam. This is an opportunity to work in a small and collaborative team, wearing many hats.
You will affectively be in the “strats” team with strong coverage of production level coding, mathematical focus and other business requirements: Linear modelling, Pricing, optimisation. Day to day you will focus on creating new models and building and implementing new libraries in Python (Pandas and Numpy), you will contribute to a large scale codebase. You will own the quantitative process from the ground up considering all aspects. It is important that you have the right character too: super enthusiastic with a can do attitude.
This position gives you the chance to move away from the usual corporate requirements of reducing capital, diminishing challenges etc. It will give you the opportunity to have a new challenge in an environment with no restrictions. If you are the type of individual who wants to step up to the leadership challenge too then this role can progress into that quickly.
– IR, FX, XVA, CCR
– Linear Algebra
– Experience with Python, C, C++ or Functional programming
– Quantitative background – STEM degree
– 3+ years experience