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.