Risk Strat (Quant Dev) – London, Hybrid

Risk Strat (Quant Dev)

London, England, United Kingdom (Hybrid)

A large, well-known proprietary trading firm is looking to add 2 ‘Risk Strats’ to their team in London. This newly established team will design and develop a greenfield platform covering the client’s cross-asset trading projects across analytics/risk/pricing/execution.

The team is open to experience, ideally, someone with at least 2-3 years of experience (up to 15-20 years, multiple headcount) using Python/C++ and working in a front office position on projects around analytics/risk/pricing/trading.

Requirements:

• Strong computer science or related degree from a top university
• Experience in building robust front-office applications in Python and/or C++
• Exposure to quantitative topics in the front office space around pricing, risk, analytics applications
• A desire to work in a flat structured team with direct access to the business in a PnL driven environment

3 days a week in the office (West End, London).

Highly competitive compensation on offer – £200-300,000 TC + Benefits.

If interested please get in touch by applying or at [email protected] with a CV for questions.