At a Glance
- Tasks: Architect and build next-gen pricing and risk systems for a leading hedge fund.
- Company: Join a premier Global Multi-Strategy Hedge Fund with a dynamic team.
- Benefits: Competitive salary, innovative projects, and opportunities for professional growth.
- Other info: Exciting greenfield opportunity with excellent career advancement potential.
- Why this job: Make a real impact by bridging maths and engineering in finance.
- Qualifications: Experience in building derivative valuation models is essential.
The predicted salary is between 63000 - 77000 £ per year.
Join a premier Global Multi-Strategy Hedge Fund as a member of a recently established Quantitative Pricing team.
This is a "greenfield" opportunity to architect and build next-generation pricing and risk systems from the ground up, directly supporting their expanding Volatility desks.
You will bridge the gap between high-level mathematical modelling and high-performance production engineering.
Responsibilities
- Review and evaluate the existing pricing models
- Develop alternative benchmark models to assess risk
- Work closely with developers to design and implement the new production pricing framework
Requirements
- Experience with building derivative valuation models
- #J-18808-Ljbffr
Quantitative Analyst - Volatility Pricing 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.
