Senior Equity Quant Analyst

at  Quanteam

Posted by
Omair Langah
Recruitment & Resource Partner
Job: Senior Equity Derivatives Quant Analyst
Location: London, UK
Working Model: Hybrid working, up to 2 – 3 days on-site
Full Time Employment: Contract Inside IR35
Start Date: ASAP
Daily Rate: up to £1100 Umbrella

Equity Derivatives Quants (a division of Global Banking and Markets) are looking for an experienced C++/Python developer specialising in Structured Equity Derivatives with the ability to lead small teams. The candidate will be expected to:

• Assist the design and implementation of pricing, risk and P&L infrastructure surrounding the core pricing library.
• Take the lead in delivering large components of that strategy, directing junior members of the team. Working with our IT organisation on their foundation components and ensuring they can run the platform to meet SLAs.
• Assist the Quantitative Modelers to develop the core pricing library.
• Direct the development of the Quantitative tooling required to support the platform.

The role will cover the following agendas:

• Delivery of the calculation infrastructure required for FRTB IMA regulatory reporting.
• Design and development of end-of-day risk and P&L calculations allowing the retirement of the legacy vendor platform.
• Design and development of intraday risk and P&L calculations.
• Design and development of market data marking pipelines.
• The candidate should expect to have day-to-day interactions with the trading desk, other quants, the Risk and Finance departments, and technology teams. While the role is London based, the team and clients are located globally with presence in London, Paris, Hong-Kong, and Bangalore. Occasional travel may be required.

MINIMUM REQUIRED QUALIFICATIONS:

• 7-10 years working as a Quantitative Analyst developing models in quantitative finance, IT development, or a trading environment.
• A degree in mathematical finance, science, or maths from a top-tier university.
• Knowledge of the standard pricing models used in the investment banking industry.
• Five or more years C++ experience (preferably using Visual Studio 2017).
• Three or more years Python experience required.
• Previously developed coding standards and extensive experience in CI/CD pipelines.
• Experience of developing multi-component architectures.
• Knowledge of distributed computing and serialisation techniques.

• Delivery of the calculation infrastructure required for FRTB IMA regulatory reporting.
• Design and development of end-of-day risk and P&L calculations allowing the retirement of the legacy vendor platform.
• Design and development of intraday risk and P&L calculations.
• Design and development of market data marking pipelines.
• The candidate should expect to have day-to-day interactions with the trading desk, other quants, the Risk and Finance departments, and technology teams. While the role is London based, the team and clients are located globally with presence in London, Paris, Hong-Kong, and Bangalore. Occasional travel may be required