Quantitative Developer - Derivatives / Sell-Side Or Buy-Side.

Although my client has developed in the trade surveillance arena, they have always been more than that. At heart, they are a finance-focused big data firm. Their goal is to continue creating the world's leading financial markets analytics platform

Founded in 2010, They now have a team of over 140 across London, Toronto, New York and Singapore.

The Role

They are seeking a Senior Quantitative Developer (VP) to take a leading role in designing, building and validating their pricing models. This includes creating financial pricing libraries for multiple asset classes, calculators and risk algorithms.

The successful candidate will combine excellent mathematical skills with proven experience in financial markets and the ability to productionise high-quality software. The capacity to put yourself in the eyes of a trader will be very useful as we continue to ensure our product's capabilities are ahead of competitors in the market.

Responsibilities:

• Development of sophisticated pattern-detection algorithms to be utilised across all of my clients product offerings
• Development of financial pricing libraries, calculators as well as risk/pricing-related algorithms
• Research and development of broad models of market dynamics across multiple asset classes
• Prototyping, testing, and validation of my clients proprietary mathematical/statistical models

Requirements

Main skills/competencies:

• Minimum 5 years of financial markets experience, ideally within an investment bank or pricing-related firm
• Proficiency with C#, Python or another object-oriented programming language
• Evidence of exceptional mathematical and analytical skills
• Good knowledge of database technologies such as SQL, Postgres etc.
• Good understanding of derivatives (e.g. swaps, options, futures)
• Experience coaching more junior team members