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For Companies At a Glance
- Tasks: Join us as a Quant Developer to design and implement cutting-edge pricing and risk infrastructure.
- Company: Work with a leading Global Investment Banking firm known for innovation and excellence.
- Benefits: Enjoy competitive pay, flexible work options, and opportunities for professional growth.
- Why this job: Be at the forefront of finance technology, collaborating with top quants and traders in a dynamic environment.
- Qualifications: 3-7 years in quantitative finance, strong C++ and Python skills, and a relevant degree required.
- Other info: Ideal for those passionate about finance and technology, eager to tackle real-world challenges.
The predicted salary is between 48000 - 84000 £ per year.
Job Description
Contract Equity Derivatives Quant Developer – C++/Python
One of our Global Investment Banking clients is looking for several Equity Derivatives Quant Developers skilled in either C++ or Python.
The candidate will be expected to:
- Assist the design and implementation of pricing, risk and P&L infrastructure surrounding the core pricing library
- Assist the Quantitative Modellers to develop the core pricing library
- Develop the Quantitative tooling required to support the platform
The role will cover the following agendas:
- Delivery of the calculation infrastructure required for FRTB IMA regulatory reporting
- Design and development of end-of-day risk and P&L calculations allowing the retirement of the legacy vendor platform
- Design and development of intraday risk and P&L calculations
- Design and development of market data marking pipelines
The candidate should expect to have day-to-day interactions with the trading desk, other quants, the Risk and Finance departments, and technology teams.
Essential Certifications, Qualifications and Experience
- 3-7 years working as a Quantitative Analyst/Developer developing models in quantitative finance, IT development, or a trading environment
- A degree in mathematical finance, science or maths from a top tier university
- Knowledge of the standard pricing models used in the investment banking industry
- Two or more years C++ experience (preferably using Visual Studio 2017)
- Two or more years Python experience required
Desirable Knowledge, Skills & Experience
- Background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required.
- Experience of data analysis
- Knowledge of the main instruments used in Equities and Equity Derivatives
- Knowledge of instrument pricing, sensitivity calculations, P&L prediction, P&L explain, VaR, ES and other risk measures.
Knowledge of distributed computing and serialisation techniques would be desired:
- Good knowledge of Excel.
- Exposure to Google Protobuf
- Previously experience with CI/CD pipelines
- Ability to work in fast-paced environment with proven ability to handle multiple outputs at one time
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Quantitative Developer employer: Investigo
Contact Detail:
Investigo Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Developer
✨Tip Number 1
Make sure to brush up on your C++ and Python skills, especially if you have experience with Visual Studio 2017. Being able to demonstrate your proficiency in these languages during interviews will set you apart from other candidates.
✨Tip Number 2
Familiarize yourself with the standard pricing models used in investment banking. Understanding these models will not only help you in technical discussions but also show your commitment to the role.
✨Tip Number 3
Network with professionals in the quantitative finance field. Engaging with quants and developers can provide insights into the industry and potentially lead to referrals for job openings.
✨Tip Number 4
Stay updated on regulatory changes like FRTB IMA, as this knowledge is crucial for the role. Being able to discuss how these regulations impact pricing and risk calculations will demonstrate your expertise.
We think you need these skills to ace Quantitative Developer
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience with C++ and Python, as well as any relevant quantitative finance projects. Emphasize your skills in pricing models and risk calculations to align with the job requirements.
Craft a Strong Cover Letter: In your cover letter, express your passion for quantitative finance and detail how your background in mathematical finance or related fields makes you a strong candidate. Mention specific experiences that relate to the responsibilities outlined in the job description.
Showcase Relevant Projects: If you have worked on projects involving pricing libraries, risk calculations, or market data pipelines, be sure to include these in your application. Provide brief descriptions of your role and the technologies used.
Highlight Soft Skills: Since the role involves interaction with various teams, mention your communication skills and ability to work in a fast-paced environment. Provide examples of how you've successfully collaborated with others in previous roles.
How to prepare for a job interview at Investigo
✨Showcase Your Technical Skills
Be prepared to discuss your experience with C++ and Python in detail. Highlight specific projects where you've implemented pricing models or developed quantitative tools, as this will demonstrate your hands-on expertise.
✨Understand the Financial Concepts
Brush up on key financial concepts related to equity derivatives, such as P&L calculations, VaR, and sensitivity analysis. Being able to explain these concepts clearly will show that you have a solid foundation in quantitative finance.
✨Prepare for Problem-Solving Questions
Expect technical questions that assess your problem-solving abilities. Practice coding challenges or case studies relevant to quantitative finance, as this will help you think on your feet during the interview.
✨Demonstrate Team Collaboration
Since the role involves interaction with various teams, be ready to discuss your experience working collaboratively with quants, traders, and technology teams. Share examples of how you've successfully communicated complex ideas to non-technical stakeholders.
