At a Glance
- Tasks: Develop and optimise models for volatility trading strategies using Python and C++.
- Company: Leading hedge fund with a focus on innovation and collaboration.
- Benefits: Competitive pay, performance bonuses, and exposure to cutting-edge research.
- Other info: Flat culture that rewards innovation and offers state-of-the-art technology.
- Why this job: Join a dynamic team and make an impact in the world of finance.
- Qualifications: Strong programming skills in Python/C++ and a background in volatility markets.
The predicted salary is between 43200 - 72000 £ per year.
We are a leading hedge fund seeking exceptional Quant Developers to join our team of researchers and traders. This is a unique opportunity to work on cutting-edge strategies in a highly collaborative and intellectually rigorous environment.
Role Overview
As a Quantitative Developer, you will work closely with portfolio managers, researchers, and traders to design, implement, and optimize models and tools focused on volatility across asset classes. You will contribute to the full lifecycle of strategy development – from research and prototyping to production-level implementation.
Key Responsibilities
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- Develop and enhance pricing, risk, and analytics libraries for volatility trading strategies.
- Collaborate with quants and traders to translate research ideas into robust, scalable code.
- Optimize existing infrastructure for speed, efficiency, and reliability.
- Work with large, complex datasets to support alpha generation and risk management.
Requirements
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- Strong programming skills in Python and/or C++ (production-level experience required).
- Background in volatility markets (cross-asset or within any specific asset class such as equities, FX, rates, or commodities).
- Solid understanding of derivatives, stochastic processes, or numerical methods.
- Experience building tools and libraries used in a live trading or risk management environment.
- Strong problem-solving ability and attention to detail.
Preferred Qualifications
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- Advanced degree in a quantitative field (Mathematics, Physics, Computer Science, Engineering, or related).
- Experience working in a hedge fund, investment bank, or prop trading environment.
- Knowledge of distributed systems or high-performance computing.
What We Offer
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- Competitive compensation and performance-based bonuses.
- Exposure to cross-asset volatility strategies and cutting-edge research.
- A flat, meritocratic culture where innovation is valued and rewarded.
- State-of-the-art technology and infrastructure.
Please send a PDF CV to
mailto:quants@ekafinance.com
Quantitative Developer Volatility Strategies (Python/C++)/ London /£ Flexible employer: Eka Finance
As a leading player in the financial technology sector, our company offers an exceptional work environment in London, where innovation meets collaboration. We pride ourselves on fostering a culture of continuous learning and professional growth, providing employees with access to cutting-edge tools and technologies, as well as opportunities to work alongside industry experts. With competitive compensation and a commitment to work-life balance, we ensure that our team members thrive both personally and professionally while contributing to impactful quantitative research and trading solutions.
StudySmarter Expert Advice🤫
We think this is how you could land Quantitative Developer Volatility Strategies (Python/C++)/ London /£ Flexible
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and tech sectors. Attend industry events or meetups where you can chat with quants and traders. You never know who might have the inside scoop on job openings!
✨Tip Number 2
Show off your skills! Create a GitHub repository showcasing your projects in Python or C++. This is a great way to demonstrate your coding chops and give potential employers a taste of what you can do.
✨Tip Number 3
Prepare for technical interviews by brushing up on your knowledge of volatility markets and derivatives. Practice coding challenges that focus on algorithms and data structures, as these are often key topics in interviews for quant roles.
✨Tip Number 4
Don’t forget to apply through our website! We love seeing candidates who take the initiative. Tailor your application to highlight your experience with volatility strategies and your programming skills in Python/C++.
We think you need these skills to ace Quantitative Developer Volatility Strategies (Python/C++)/ London /£ Flexible
Some tips for your application 🫡
Tailor Your CV:Make sure your CV highlights your programming skills in Python and C++. We want to see how your experience aligns with our needs, especially in volatility markets and derivatives.
Showcase Your Projects:Include any relevant projects or tools you've built that demonstrate your ability to work with large datasets and develop trading strategies. This is your chance to shine!
Be Clear and Concise:When writing your application, keep it straightforward. We appreciate clarity and precision, so avoid jargon unless it's necessary to explain your expertise.
Apply Through Our Website:We encourage you to apply directly through our website. It helps us keep track of applications and ensures you’re considered for the role without any hiccups!
How to prepare for a job interview at Eka Finance
✨Know Your Code Inside Out
Make sure you’re comfortable with your Python and C++ skills. Be ready to discuss your past projects and the specific challenges you faced while coding. Practising coding problems related to volatility strategies can really help you shine.
✨Understand the Market
Brush up on your knowledge of volatility markets and derivatives. Being able to discuss recent trends or news in the financial world will show that you’re not just a coder, but someone who understands the bigger picture.
✨Prepare for Problem-Solving Questions
Expect to tackle some technical problem-solving questions during the interview. Practice explaining your thought process clearly and logically, as this will demonstrate your analytical skills and attention to detail.
✨Show Your Collaborative Spirit
Since the role involves working closely with quants and traders, be prepared to discuss how you’ve collaborated in the past. Share examples of how you’ve translated research ideas into code and how you handle feedback from team members.
