Junior Financial Engineer recruitment
Key Responsibilities
- Research new and improve existing quantitative trading models and optimise methods for option pricing, portfolio risk management and gamma hedging
- Write production code implementing analytical and numerical solutions
- Developing web based front end tools will be significant for first year
- Work closely with Senior Quantitative analysts, Portfolio Managers, Traders and Development team members to build robust mathematical models, calculation engines and trading logic components
- Over the long term you will be expected to develop long term innovations for our trading models and build quantitative statistical arbitrage trading models
Required Experience and Qualifications
- Good 2:1 or higher (or equivalent) from a top tier university in a numerical discipline
- MSc or PhD in a numerical discipline (e.g. Computer Science, Mathematics or Engineering)
- Must be able to work in the UK
- Demonstrate genuine interest in financial markets
- Excellent communication skills
- Attention to detail and accuracy are essential
- Self motivation, flexibility and an ability to work within a small team/trading hours environment
- Superior knowledge of object oriented programming languages like C++, C# or Java, and Matlab, VBA for Excel and SQL
- Experience in interest rate products or 1-2 years direct derivatives industry experience preferred but not essential
- Candidates with software development experience will also be considered provided they meet all other requirements
The company provides world class theoretical and practical training and a very comfortable working environment.
January 22, 2012
• Tags: Derivatives careers in the UK, Junior Financial Engineer recruitment • Posted in: Financial