Quant Analyst Developer

About the Job

Write high-performance real-time analytics code. Collaborate with traders, modellers, and other engineers to design pricing algorithms for a changing market. Construct and maintain test data for regression testing and back-casting of algorithms. Provide support and assist in troubleshooting issues. Continuously improve and optimise existing models and algorithms. Stay up-to-date with the latest developments in quantitative finance and technology.

Position in London or Woking

Responsibilities

1. Strong programming background in either C++, Java, or Python.
2. Experience with financial markets and quantitative finance, particularly in fixed income products, e.g. bond pricing and yield curve construction.
3. Experience with mathematical modelling, numerical methods, and algorithm development, and associated tooling.
4. Strong problem-solving and analytical skills.
5. Experience with version control and issue tracking tools (git, Jira).
6. Naturally inquisitive, with a strong desire to keep learning.
7. Combining a rigorous theory-driven approach with the pragmatism to get things done.
8. Strong attention to detail and ability to work with a high degree of accuracy.
9. Proven ability to manage multiple tasks and projects simultaneously.
10. Self-motivated and comfortable switching between independent and collaborative working.

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