Jobs

Quantitative Developer – Options

Quantitative Developer Options

Hybrid working

£130.000-180,000

Quant Capital is urgently looking for an Options Quant Developer to join a high profile FinTech in London.

Our client is an established yet rapidly expanding financial services firm that has built a global network allowing investors to analyse and collaborate on investments. Their innovative approach is reshaping the industry by making investments transparent, empowering investors to make confident and informed decisions and holding financial institutions accountable to investors. They are backed by several major banks.

This role is a key hire for their continued success and would ideally suit an independent worker who enjoys a smaller team with a chance to make maximum impact. Apply now to join a team of exceptional engineers and industry experts.

The Role

• Working individually and with developers to create, develop and implement complex pricing and risk models.
• Yield Curve modelling
• Options Valuations
• Use stochastic calculus, partial differential equations, Monte Carlo simulations, statistics, and numerical algorithms for quantitative analysis.
• Develop production-ready code using object-orientated programming.

Skills and Experience

• Minimum of 8 years’ experience in financial markets focused on trading and risk management within the Options space
• Options valuations
• Yield curve modelling
• MSc or PhD in a STEM subject
• Good C++ including C++ 11/14
• Python
• Version control such as Git/Github
• Experience in yield curves construction
• Knowledge of fixed income performance attribution methodologies

The environment is that of Facebook or Google, relaxed open with time to think and make the right decisions. The atmosphere is calm and relaxed with an open dress code. This is a role for techies, those who are motivated by the sharp end of technology and the possibility of making serious money doing something you are passionate about.

Join our client’s dynamic team and contribute to their mission of reshaping the financial markets with their groundbreaking global financial network.