Your responsibilities

• A key member of the Quant Technology Team, building the quant foundations of Client brand new PnL / risk management system, used by trading and CRO
• Designing and implementing new risk models and scenarios from scratch for multiple asset classes, including market graph, risk framework, attribution, every needed for the risk management system
• Working alongside FO Pricing Quants to integrate the core derivatives pricing library
• Working closely with Trading and CRO to develop risk models and scenarios for live trading strategies
• Working with Risk & Technology teams to integrate quant pricing, risk and scenario analytics into the risk management system

Employer requirements

• Experience as a Quant Developer, 5-10 years
• Master’s Degree or PhD in a quantitative field (such as Mathematics, Computer Science, Physics, Engineering or similar)
• Front Office experience and direct interaction with traders is desirable
• Strong understanding of payoff, risk and valuation, data structure, performance, and optimisation, complexity of algorithm
• Strong Python skills - essential
• Good C++ skills - desirable (familiarity with C++17/20 is a plus)
• Strong team-player, pragmatic approach & great communication skills
• Fluent English

What employer offers

• Opportunity to work in a high-impact, global environment

• Exposure to cutting-edge financial technologies and strategies

• Collaborative and intellectually stimulating workplace culture

• Competitive compensation and benefits package