At a Glance
- Tasks: Design and implement pricing and risk infrastructure for cutting-edge financial solutions.
- Company: Join Quant Foundry, a leader in innovative quantitative solutions for finance.
- Benefits: Competitive salary, global exposure, and opportunities for professional growth.
- Other info: Fast-paced environment with dynamic projects and potential for travel.
- Why this job: Make an impact in finance with advanced technology and collaborate with global teams.
- Qualifications: 3-7 years as a Quant Developer with strong C++ skills and finance knowledge.
The predicted salary is between 60000 - 80000 € per year.
Quant Foundry Limited offers cutting-edge quantitative solutions, serving clients in finance and various other industries. Our operations are structured into three divisions: Quant Labs, which focuses on proof-of-concept research using machine learning and AI; Quant Forge, providing consulting services including model validation and model risk governance; and Quant Works, offering flexible quantitative team augmentation and specialized deliveries. We combine deep industry expertise, technology, and innovative analytics to deliver cost-effective and impactful solutions for our clients. Quant Foundry is at the forefront of developing intellectual property that creates value through royalties or subscriptions.
Role Description
- Assist the design and implementation of pricing, risk and P&L infrastructure surrounding the core pricing library
- Assist the Quantitative Modellers to develop the core pricing library
- Develop the Quantitative tooling required to support the platform
- Daily support for quant library pricing and risk issues
- Design, development and integration of intraday pricing, risk and P&L calculations
- Design, development and integration of end-of-day risk and P&L calculations allowing the retirement of the legacy vendor platform
- Design, development and integration of market data pipelines
The candidate will have day-to-day interactions with the trading desk, other quants, the Risk and Finance departments, and technology teams. While the role is London based, the team and clients are located globally with presence in London, Paris, Hong Kong and Bangalore. Occasional travel may be required.
Qualifications
- 3-7 years working as a Quantitative Developer pricing and risking derivatives in quantitative finance, IT development, or a trading environment
- A degree in mathematical finance, science or maths from a top tier university
- Knowledge of the standard pricing models used in the investment banking industry
- Five or more years C++ experience (preferably using Visual Studio 2022)
- Knowledge of instrument pricing, sensitivity calculations, P&L prediction, P&L explain, VaR, ES and other risk measures
- Knowledge of Windows and UNIX/LINUX, understanding of and experience with version control systems (GIT) and distributed development process
- Knowledge of the main instruments used in FX, Fixed Income, Credit, or Equities
- Test-drive development and automated CI/CD pipelines
- Knowledge of distributed computing and serialisation techniques
- Knowledge of at least one of the following scripting languages: Python, Perl, Shell Script, C#, Java, VBA
- Experience in cross-platform C++ development
- Good knowledge of Excel
- Experience of data analysis
Other Requirements
- Ability to work in a fast-paced environment with proven ability to handle multiple outputs at one time
Quantitative Developer - Fixed Income in London employer: Quant Foundry Limited
Quant Foundry Limited is an exceptional employer, offering a dynamic work environment in the heart of London where innovation meets finance. With a strong emphasis on employee growth, we provide opportunities for professional development through hands-on experience with cutting-edge technologies and collaboration with global teams. Our culture fosters creativity and teamwork, ensuring that every team member contributes to impactful solutions while enjoying the benefits of a flexible work-life balance.
StudySmarter Expert Advice🤫
We think this is how you could land Quantitative Developer - Fixed Income in London
✨Network Like a Pro
Get out there and connect with people in the finance and tech industries. Attend meetups, webinars, or even just grab a coffee with someone who works in quantitative finance. You never know when a casual chat could lead to your next big opportunity!
✨Show Off Your Skills
When you get the chance to interview, make sure to showcase your technical skills. Bring along examples of your work, whether it's code snippets or projects you've contributed to. This is your time to shine and prove you're the right fit for the Quantitative Developer role!
✨Ask Smart Questions
During interviews, don’t just wait for questions to be thrown at you. Prepare some insightful questions about the company’s projects or their tech stack. This shows you're genuinely interested and have done your homework, which can set you apart from other candidates.
✨Apply Through Our Website
Don’t forget to apply directly through our website! It’s the best way to ensure your application gets seen by the right people. Plus, it shows you’re proactive and really keen on joining our team at Quant Foundry.
We think you need these skills to ace Quantitative Developer - Fixed Income in London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV reflects the skills and experiences that align with the Quantitative Developer role. Highlight your C++ experience, knowledge of pricing models, and any relevant projects you've worked on in quantitative finance.
Craft a Compelling Cover Letter:Use your cover letter to tell us why you're passionate about quantitative development and how your background makes you a great fit for our team. Be specific about your experience with risk and P&L calculations, as well as your familiarity with the tools we use.
Showcase Your Technical Skills:Don’t shy away from detailing your technical expertise! Mention your experience with version control systems like GIT, your knowledge of scripting languages, and any work you've done with automated CI/CD pipelines. We love seeing candidates who are technically savvy.
Apply Through Our Website:We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it gives you a chance to explore more about what we do at Quant Foundry!
How to prepare for a job interview at Quant Foundry Limited
✨Know Your Quant Models
Make sure you brush up on the standard pricing models used in investment banking. Be ready to discuss how these models apply to real-world scenarios, especially in relation to derivatives. This shows you not only understand the theory but can also apply it practically.
✨Showcase Your Coding Skills
Since C++ is a big part of this role, be prepared to demonstrate your coding skills. You might be asked to solve a problem on the spot or discuss your previous projects. Bring examples of your work, especially if you've used Visual Studio 2022 or worked with CI/CD pipelines.
✨Understand the Tech Stack
Familiarise yourself with the technologies mentioned in the job description, like Windows, UNIX/LINUX, and version control systems like GIT. Being able to talk about your experience with these tools will show that you're ready to hit the ground running.
✨Prepare for Team Interactions
This role involves daily interactions with various teams, so be ready to discuss how you collaborate with others. Think of examples where you've worked with quants, traders, or tech teams, and how you handled any challenges that arose during those collaborations.
