Asset Management Firm – Python Quant Developer – Up to £140k Base + Bonus

Our client is a global, alternative investment management firm operating across a broad range of derivatives-based strategies with a deep understanding of volatility. With approximately $9 billion of AUM, offices in New York, London, Hong Kong, Amsterdam, Stamford, Boston, and Los Angeles.

Responsibilities:

• Analytical work to research, implement and support pricing and risk models for different asset classes.
• Development work on server-side processes as part of a micro-service infrastructure.
• The role is part of the firm’s core dev team, and within that its front-office support specialists; this sub-team supports several trading desks globally.

Requirements:

• Programming skills in at least one language from C++, Java, C#, and, Python.
• Financial products knowledge in at least one asset class from Fixed income, FX, Equities, and Credit.
• Financial modelling (vanilla and exotic products, probability and stochastic calculus, Monte Carlo, numerical methods).
• Working knowledge of SQL databases.
• Ability to communicate efficiently and concisely in writing and verbally.
• 1-3 years experience.