At a Glance
- Tasks: Architect and build next-gen pricing and risk systems for volatility desks.
- Company: Join a premier Global Multi-Strategy Hedge Fund with a focus on innovation.
- Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
- Other info: Exciting greenfield opportunity with a collaborative team.
- Why this job: Make a real impact by bridging maths and engineering in finance.
- Qualifications: Experience in derivative valuation modelling is essential.
The predicted salary is between 63000 - 77000 £ per year.
Aurum Search Limited is recruiting for a premier Global Multi-Strategy Hedge Fund's Quantitative Pricing team.
This is a greenfield opportunity to architect and build next-generation pricing and risk systems to support their volatility desks.
You will bridge high-level mathematical modelling with high-performance production engineering, review existing models, and collaborate with developers to implement a new production pricing framework.
Experience in derivative valuation modelling is essential.
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Greenfield Volatility Pricing Quant Developer employer: Aurum Search Limited
Join a leading global hedge fund that champions innovation and collaboration, offering Software Developers the chance to work with cutting-edge AI technologies and vast data infrastructures. With a dynamic work culture that prioritises employee growth and development, you will have the opportunity to engage with key stakeholders across the business, ensuring your contributions are impactful and valued. Located in a vibrant financial hub, this role not only provides competitive benefits but also fosters an environment where your skills can flourish and evolve.
