Key Responsibilities of the Quantitative Researcher include:
- Development of tools used to price risk trades
- Moved prototype tools up to production grade deployments with the help of software development teams.
- Improve the level of automation at desk level trading activities.
Key Requirements include:
- A PhD or Masters in a highly quantitative field (maths, stats, physics, computer science, etc.).
- C++ library experience and strong skills in C++ and/or Python
- Understanding of interest rate modelling, especially in vanilla products
- Experience on a trading desk in a quantitative manner
- Work with traders to define a tool or specification and rapidly iterate solutions
If you are interested in the Quantitative Researcher role, apply online today or contact Sam Sutcliffe at +44 20 3758 8866 for more information.