This role is the ideal entry level quant position for the most talented of junior candidates, jumping in at the deep end with one of the larging trading businesses in the industry and the most technically complex and diverse analytics library on the street.
Joining a team of some of the best talent in the business you will engage in all aspects of front office quantitative analytics, including pricing development, trading strategy and model implementation. You will be on the front line working on a desk with some of the most succesful traders in the business, and gaining invaluable insights in to the world of fixed income prop and high frequency trading.
- PhD (or DEA with industry internship) in a highly quantitative discipline; math, physics, etc.
- Background in building large scale monte carlo simulations and dealing with large complex data pools.
- Excellent level of financial mathematics; stochastic calculus, probability, PDE, statistics, data mining etc.
- Above industry standard level of C++ or JAVA, and hands on experience of building multi level code.
- A genuine intellectual curiosity of quantitative finance, demonstrated by further reading than the standard Hull, Wilmott and Shreve.
- Good communication; ability to communicate complex solutions in a clear and concise way to those with non-mathematical backgrounds.