Quantitative Researcher

Our client's Investment Quant (IQ) team is responsible for development and maintenance of pricing models, trading tools, risk management tools, and relative value opportunity identification tools.
IQ team members are also the first line of support to the business when it comes to all the derivatives pricing and risk tools.

We are looking for highly capable and experienced candidates with a Rates quant with strong
mathematical and programming skills.
The candidate must have experience in building cutting edge Rates trading tools and other analytics, which have been profitable.

Successful candidates must be happy working on all aspects of a quant project from start to finish;
understanding the business problem, modelling and solving the resultant maths problem, sourcing any required data, and then coding the production solution.

MA or PhD in a numerate field from a Russell Group University (or equivalent international secondary/tertiary education) EITHER 4-5+ years of non-linear/volatility experience on a trading desk for a tier 1 bank, or buy side firm, OR 4-5+ years working as Quant but with strong software development skills Excellent maths intuition An intuitive understanding of derivatives and market knowledge Minimum 4 years' experience in object-oriented programming in an enterprise-level code base, ideally one of C#, C++ or JAVA Minimum 4 years' experience of Pricing and Modelling Knowledge of Machine Learning