At a Glance
- Tasks: Lead the development of pricing analytics and market-making models in C++20.
- Company: Join Huxley, a dynamic player in the finance tech space.
- Benefits: Enjoy competitive pay, remote work options, and a collaborative culture.
- Why this job: Be at the forefront of financial technology, impacting global trading strategies.
- Qualifications: Strong C++ skills and experience in quantitative finance are essential.
- Other info: Opportunity to manage a team and engage with senior management.
The predicted salary is between 48000 - 72000 £ per year.
Lead the implementation of pricing and curve construction analytics in C++20. Developed market-making models in collaboration with traders. Play a central role in specifying and designing tooling and diagnostics for live solvers, RFQ pricing and risk. Partner with the Head of FICC E-Trading Engineering on the architecture design for low-latency systems leveraging fast optimizers and algorithmic automatic differentiation (AAD).
Develop and maintain yield curve modelling frameworks for pricing and risk management of linear interest rate products (swaps, bonds, futures) and cross-currency swaps. Manage one direct junior Quant report, one dotted-line support staff, one quant dev and two developers. Engaged in strategic discussions with senior management and business leaders to enhance international hiring, reduce operational risk, and streamline global support for the fixed income e-trading business. Successfully led desk projects in collaboration with North American teams.
Initiated extensive revamps of existing Excel-based legacy front-office tools, driving their migration to modern web-based applications to enhance efficiency, scalability, and usability. Engaged with IT, local application support, and InfoSec teams to diagnose and optimize the latency and computational performance of client’s analytics on traders' desktops and servers.
Quant Developer - Huxley employer: Huxley
Contact Detail:
Huxley Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quant Developer - Huxley
✨Tip Number 1
Familiarise yourself with C++20 and its latest features, as this role heavily involves implementing pricing and curve construction analytics in this language. Consider working on personal projects or contributing to open-source projects that utilise C++20 to showcase your skills.
✨Tip Number 2
Gain a solid understanding of market-making models and how they interact with trading strategies. Engaging in discussions with professionals in the field or attending relevant webinars can provide insights that will be beneficial during interviews.
✨Tip Number 3
Brush up on your knowledge of yield curve modelling frameworks and linear interest rate products. Being able to discuss these topics confidently will demonstrate your expertise and readiness for the challenges of the role.
✨Tip Number 4
Network with professionals in the fixed income e-trading space, especially those involved in low-latency systems and algorithmic automatic differentiation. Building connections can lead to valuable referrals and insights into the company culture at StudySmarter.
We think you need these skills to ace Quant Developer - Huxley
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights relevant experience in C++ development, market-making models, and any previous roles that involved working with traders. Emphasise your skills in low-latency systems and yield curve modelling frameworks.
Craft a Strong Cover Letter: In your cover letter, express your enthusiasm for the Quant Developer role at Huxley. Discuss your experience in leading projects, managing teams, and collaborating with senior management. Be specific about how your background aligns with their needs.
Showcase Technical Skills: Include specific examples of your technical skills, particularly in C++20, algorithmic automatic differentiation, and any relevant tools or frameworks you've used. This will demonstrate your capability to handle the responsibilities outlined in the job description.
Highlight Team Collaboration: Since the role involves managing a team and collaborating with various departments, mention any past experiences where you successfully led a team or worked cross-functionally. This will show your ability to engage with different stakeholders effectively.
How to prepare for a job interview at Huxley
✨Showcase Your C++ Expertise
Since the role involves implementing pricing and curve construction analytics in C++20, be prepared to discuss your experience with C++. Bring examples of past projects where you utilised C++ effectively, especially in low-latency systems.
✨Understand Market-Making Models
Familiarise yourself with market-making models and how they interact with trading strategies. Be ready to explain how you've collaborated with traders in the past and how you can contribute to developing these models.
✨Discuss Your Leadership Experience
As this position involves managing a team, be prepared to talk about your leadership style and experiences. Share specific examples of how you've successfully led projects or mentored junior staff in previous roles.
✨Prepare for Technical Questions
Expect technical questions related to yield curve modelling and risk management of financial products. Brush up on your knowledge of swaps, bonds, futures, and cross-currency swaps to demonstrate your expertise in these areas.