Quant Dev / Strategist – Front Office Equities Flow Trading – C++ / Java / C# – Leading Investment Bank (London, UK) recruitment
The successful candidate will adopt a varied role on the desk, utilising their exceptional quantitative and technical background. Primarily day-to-day duties will include:
- Development of automated systems for quoting derivative and structured note products
- Development of algo systems to submit urgent orders to cash and derivatives exchanges
- Dev and support of the pricing and risk management systems for the trading desk
- Ongoing development of relative value models for market making of derivatives
The position will require strong problem solving ability, excellent programming skills along with first class numerical and communication skills. Typically, candidates who achieve real success will be educated to PhD level (although not a pre-requisite) in a numerical subject (Physics, Mathematics, Engineering), however Computer Science backgrounds will also be considered. Strong programming ability in an OO language (Java, C++, C#) will be required. Direct industry experience is not essential; however candidates working in the derivatives space and more specifically with experience in Market Making will be of real interest.
You will be working directly on the desk, along with a first class quant team and gain vast exposure to the vanilla flow trading business. This is a fantastic opportunity to truly immerse yourself in a growing business area, work with some of the industry’s most exceptional Quants and reap the rewards of a highly competitive compensation package.
If you would like to find out more, please contact Bradley Sharp on 0207 310 8653 or email me at bradley.sharp@ojassociates.com