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).
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.
– IR, FX, XVA, CCR
– Linear Algebra
– Experience with Python, C, C++ or Functional programming
– Quantitative background – STEM degree
– 4+ years experience