Equity Derivatives Quant Analytics Developer

  Equity Derivatives Quant Analytics Developer – Senior VP / ED Level

London based

Job Headline:

Experienced analytics developer’s position within Equities Quantitative Research

Job Summary:  

This is an analytics development role aligned to the Equities derivatives business / trading desk. The role will enable taking leadership of some of the key projects being undertaken by Equity Quantitative Research, contributing to the development of the analytics library in collaboration with the front office, technology and various control groups.       

Core Responsibilities:

• Take ownership of some of the new features of the analytics library that are being developed to accommodate the requirements of the next generation backtesting infrastructure and risk management systems being developed for the equity derivatives business.

• Play a key role in consolidating and expanding the existing backtesting and risk management infrastructure, including extending coverage to new requirements such as trading strategies

• Liaising with technology and front office partners to ensure progress on the risk management and analysis platform in accordance with the shared strategy and vision

• Cooperate with other Quantitative Researchers in Europe and in the other region to enable coherent development of the library

Essential skills, experience and qualifications:

• Strong software design skills

• Exceptional C++ development skills in a numerical (scientific) programming setting, including templates and the STL

• Good knowledge of Equity Derivatives models and relevant numerical methods

• Strong analytical and problem solving abilities

• Good communication

• Advanced degree, in a technical field from a top-tier institution: Computer Science, Mathematics, Engineering, Sciences

• Proven experience in leading and successfully delivering a challenging technical project, preferably within a major financial institution

Desirable skills, experience and qualifications:

• Python knowledge

• People leadership experience

 

 

 

May 10, 2013 • Tags:  • Posted in: Financial

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