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- Tasks: Join the team to develop and enhance pricing and risk models using C++ and Python.
- Company: Be part of a leading FinTech firm revolutionizing trading technology for top hedge funds and asset managers.
- Benefits: Enjoy hybrid work, competitive pay, 26 days holiday, and unique perks like a gym and global workdays.
- Why this job: Work with industry leaders, gain exceptional mentorship, and advance your skills in a dynamic environment.
- Qualifications: Must have a Master's or PhD in a mathematical or STEM field and strong C++ development skills.
- Other info: Focus on Non-Linear Rates products and contribute to a high-density talent team.
The predicted salary is between 43200 - 72000 £ per year.
The Client My client is a leading buy-side focused FinTech business delivering cutting edge trading technology for pre-trade analytics and order & execution management to some of the world’s leading hedge funds and asset managers.
An opportunity to be part of one of the most exciting FinTech businesses in the City with a clear goal to become the first choice trading technology provider with asset managers and financial institutions alike, across the derivatives trading market.
~ There is a high talent density and as such you will be working with top performers from across the industry with exceptional mentoring and opportunities to learn and develop your skills.
~ They pay market leading compensation, including a lucrative commission scheme and annual discretionary bonus with ongoing opportunities for financial advancement.
~ They offer a hybrid office and working from home model.
~ They offer benefits including pension, healthcare, life insurance, 26 days holiday, 10 further days working from wherever you want in the world, onsite gym, cycle to work scheme and a range of other benefits.
Joining the Quantitative Analytics & Development team, you will play a key role in the development and enhancement of their in-house pricing and risk models, working across a range of securities and derivatives, with a focus on Non-Linear Rates products. The models are implemented in the Quant Library, which is written in C++.
Play a key role in the building of new C++ & Python based tools and services in line with the needs of the clients.
Play a key role in the implementation of models into the pricing and risk platform using C#.
Play a key role in the monitoring and support of the Quant production system.
Strong development skills in C++.
A Master’s degree or a PhD in a mathematical or STEM discipline.
A passion for working in a FinTech environment.
Trading Quantitative Researcher employer: Tempest Vane Partners
Contact Detail:
Tempest Vane Partners Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Trading Quantitative Researcher
✨Tip Number 1
Make sure to showcase your strong development skills in C++ and Python during networking events or conversations. Engaging with professionals in the FinTech space can help you gain insights and potentially get referrals.
✨Tip Number 2
Stay updated on the latest trends in quantitative finance and trading technology. Being knowledgeable about current market developments will not only help you in interviews but also demonstrate your passion for the industry.
✨Tip Number 3
Consider contributing to open-source projects related to quantitative finance or trading algorithms. This can enhance your portfolio and show potential employers your commitment to continuous learning and practical application of your skills.
✨Tip Number 4
Leverage LinkedIn to connect with current employees at the company. Engaging with them can provide you with insider information about the company culture and the specific skills they value, which can be beneficial during the interview process.
We think you need these skills to ace Trading Quantitative Researcher
Some tips for your application 🫡
Understand the Role: Make sure to thoroughly read the job description and understand the key responsibilities and requirements. Highlight your relevant experience in quantitative research, C++, and Python in your application.
Tailor Your CV: Customize your CV to emphasize your skills in quantitative analysis, programming languages (especially C++ and Python), and any relevant projects or experiences that align with the role. Use specific examples to demonstrate your expertise.
Craft a Compelling Cover Letter: Write a cover letter that showcases your passion for FinTech and your understanding of the trading technology landscape. Mention how your background in mathematics or STEM disciplines makes you a strong candidate for the position.
Highlight Your Soft Skills: In addition to technical skills, emphasize your ability to work in a team, communicate effectively, and adapt to a fast-paced environment. These soft skills are crucial in a high talent density setting like this one.
How to prepare for a job interview at Tempest Vane Partners
✨Showcase Your Technical Skills
Be prepared to discuss your experience with C++, Python, and C#. Highlight specific projects where you've developed tools or models, especially in the context of pricing and risk management.
✨Demonstrate Your Analytical Thinking
Expect questions that assess your problem-solving abilities. Be ready to explain your thought process when tackling complex quantitative problems, particularly those related to derivatives and non-linear rates.
✨Express Your Passion for FinTech
Convey your enthusiasm for the FinTech industry. Share insights on current trends and how they impact trading technology, showing that you are engaged and informed about the sector.
✨Prepare for Behavioral Questions
Since you'll be working with top performers, prepare for questions that explore your teamwork and collaboration skills. Think of examples where you've successfully worked in a team or mentored others.
