Great opportunity to join a front office QIS quant team as a quant developer.
Quantitative Research - Investable Indices - VP level
This is for a team of front office quants working in close partnership with Structuring, Trading and Technology, covering the growing business of Investable Indices globally. Their mission is to provide cutting edge modelling and risk management solutions, transformative analytical tools and data driven solutions to empower business innovation end-to-end. If you are passionate in areas of computer science, optimization and applied mathematics, with a keen interest to apply these techniques to quantitative strategies business and to have a transformational impact, we are looking for you.
In addition, they provide on-job training, intensive internal classroom training and online courses, all given by their experienced quants. Through the diversity of the businesses it supports and the variety of functions that it is responsible for, Quantitative Research group provides unique growth opportunities for you to develop your abilities and your career.
You'll contribute to the firm's product innovation, effective risk management and financial risk controls, working on the whole end-to-end process - specifically, you'll have the chance to focus on:
- Interacting with Structuring in the analysis of Client and Trading requirements;
- Platform architecture and development alongside their partners in Technology;
- Design, implementation and life-cycle management of complex strategies;
- Analytical tools for risk analysis and strategy explorations;
- Desk-aligned pre & post trade support;
- Enhancing the pricing and risk management library.
- Positive, can-do attitude, with a strong sense of duty towards clients and stakeholders;
- You demonstrate exceptional quantitative and problem-solving skills as well as research skills;
- You have experience of working in Front Office environment or in close collaboration with Front Office partners;
- You demonstrate proficiency in code design and programming skills, with primary focus on Python but also C++ ;
- You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs;
- You think strategically and creatively when faced with problems and opportunities. You always try to improve the way things are done;
- You are enthusiastic about knowledge sharing and collaboration;
- You can engage and influence partners and stakeholders using your excellent communications skills, both verbal and written;
- You are good at communicating concepts and ideas, also via documentation, and you are keen to defend their validity and tailor messages to different audiences.
- Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc. Relevant academic research publications are a plus;
- Good practical knowledge of derivatives pricing and risk management theory, vanilla options and volatility products;
- Practical data analytics skills on real data sets gained through hands-on experience, including familiarity with methods for working with large data and tools for data analysis (pandas, numpy, scikit, TensorFlow);
- Experience applying statistical and/or machine learning techniques in the financial industry.