ETF Market Maker Quant Developer at top tier investment bank recruitment

The role:
•    Implementation of Equities models and products
•    360 degrees of modelling – expanding the existing, current and new libraries at every stage
•    Working entirely in their Front Office alongside quants trade specialists
•    Support traders, research strategies and quantitative ideologies to a large degree
•    Working with complex products, progressively closely with traders playing a greater role in determining their strategies and performance that will impact PL
•    Communicate and express complicated methodologies and theories to both senior quants as well as senior traders, which again affects profit and the status of the group going forward
 

Requirements:
•    The ideal candidate will have come from a leading market making firm, and worked with numerous technologies and quantitative techniques.
•    An excellent quantitative PhD/MSc from a top school in a very quant focused thesis: Applied Mathematics, Theoretical Physics, Statistics Probability, Electrical Engineering etc
•    A very strong ability or knowledge to market making within Cash Equity products, ETF’s.
•    A comprehensive knowledge of Stochastic Calculus Differential Equation (PDE)
•    Very strong computational ability implementing in two of C++, VBA, Matlab, Java, Linux etc
•    A passion for maths: be able to understand PDE and Stochastic Calculus without fail
•    Existent exposure to FICC, Rates Hybrids or Fixed income quantitative experience would be considered by the group and progression with the role i.e. 2-5 years FO experience.
 
 
In return they are offering:
•    A huge opportunity to attain significant progression within the electronic trading space
•    The chance to join a top tier investment bank who is leading the way in Equities analytics and High Frequency Trading
•    A contribution at all stages of modeling, pricing, discussion and trade strategies
•    The intellectual challenge of working with a leading edge Front Office quants and trading team, in a very trading facing dynamic environment
•    The chance to master and manage the most complex Equities models you can put your mind to
•    Impressive remuneration structure that pay extremely well both on base and bonus
•    Have daily interaction with the business and be a key part of their unrivalled success, whilst enhance one’s own diversity of credentials
 
 Please only apply if you meet the criteria above