QUANTITATIVE ASSOCIATE - Derivatives / FINTECH - London

Zoek Pin East London, Greater London, England

65000.0000 - 85000.0000

Permanent (Full time)

Posted 3 days ago

My client is a rapidly expanding Financial Services Technology (FinTech) company founded in 2010.

They build cutting edge, AI-assisted, trade analysis software for our clients which consist of banks, hedge funds, asset managers, and other financial services institutions.

Their products are used by these organisations to detect financial crime and enhance business performance based on the client’s day to day trading data.

These products include:

  • Best execution analysis
  • Trader performance profiling and enhancement
  • Insider trading and market abuse detection
  • Rogue trader detection

Their products are market leading in each category:

  • Advanced analytics and machine learning algorithms allow us to perform statistically rigorous analysis of all asset classes uniquely
  • We use in-house programming languages, optimised for fast and complex analysis of large trade volumes

Summary of role:

The key remit of this individual would be working with the pricing team to create the financial pricing libraries, calculators as well as risk/pricing-related algorithms to be utilised across my clients platform.

You would be part of a tight-knit team who plays a critical role in allowing us to ingest millions of trades and transform them into vectors of risk that can be processed by our cutting-edge machine learning models.

This process is central to all our products as it allows us to consider our clients’ positions as a basket of risk exposures rather than independent trades.

For example, a trade in a convertible bond could be used by a rogue trader to abuse the equity market or the rates market.

Responsibilities will include:

  • Development of financial pricing libraries, calculators as well as risk/pricing-related algorithms to be utilised across my clients platform
  • Research and development of models of markets and securities across multiple asset classes
  • Use of in-house big data language for the large-scale pricing and analysis of security and risk data

Requirements:

  • Solid understanding of derivatives (. swaps, options, futures): must be able to translate a stream of cash flows into risk
  • Proficiency with C , C++, Python or any OOP
  • Knowledge of SQL is a bonus
  • Detail-oriented
  • Team player
Report job View Company Page
Apply on Hirer's Site
Apply on Hirer's Site
Similar Jobs
Loading...