Quantitative Developer

Quantitative Fixed Income Specialist
Hybrid working
£170,000
Quant Capital is urgently looking for a Quant Developer to join a high profile FinTech in London.
Our client is a rapidly expanding financial services firm that has built a global network allowing investors to analyse and collaborate on investments. They are fundamentally a big financial data firm. 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.
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 for multi asset products
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 5 years' experience in financial markets focused on trading and risk management within the fixed income or equities
MSc or PhD in a STEM subject
Good C++ including C++ 11/14
Some Python
Version control such as Git/Github
Experience in yield curves construction
Knowledge of fixed income performance attribution methodologies
Join our client's dynamic team and contribute to their mission of reshaping the financial markets with their groundbreaking global financial network.