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For Companies At a Glance
- Tasks: Lead the design of trading models and systems for interest rate products.
- Company: Join a global consulting firm excelling in analytics and quantitative finance.
- Benefits: Enjoy hybrid work options and a dynamic, innovative environment.
- Why this job: Make an impact in finance while collaborating with top-tier clients and experts.
- Qualifications: 5+ years in quantitative development; strong Java skills; advanced degree required.
- Other info: Work in London with opportunities for professional growth in a cutting-edge field.
The predicted salary is between 43200 - 72000 £ per year.
Our client is a global consulting firm specializing in advanced analytics, quantitative finance, and technology advisory for leading institutions across capital markets. The firm partners with clients to design and implement high-impact solutions in electronic trading, model development, and risk management. Leveraging deep domain expertise and cutting-edge technologies, it delivers tailored strategies that enhance performance, reduce complexity, and support regulatory alignment across the financial services sector.
Mission
The successful candidate will join a specialized consulting team tasked with designing and delivering quantitative trading and risk solutions for clients in global interest rate markets. This role involves leading engagements focused on model development, system architecture, and algorithmic design for pricing and electronic trading. Through deep collaboration with client stakeholders, the consultant will drive impactful outcomes by applying quantitative rigor and engineering excellence to complex financial problems.
Responsibilities
- Quantitative Advisory & Implementation
- Lead the design and development of pricing models and algorithmic trading strategies for interest rate products.
- Architect and deliver low-latency trading platforms and decision-making systems for client use cases.
- Build analytical tools for automated risk and position management tailored to client infrastructure.
- Conduct quantitative research to support client engagements in electronic market making and pricing automation.
- Develop, document, and validate models in alignment with regulatory and internal governance requirements.
- Provide structured scenario analysis and contribute to market stress testing frameworks.
- Interface with client teams across Trading, Risk, and Technology to understand requirements and deliver customized solutions.
- Translate technical outputs into actionable insights for both technical and non-technical stakeholders.
- Support project scoping, planning, and prioritization in alignment with client objectives.
- Assist clients in enhancing their model governance frameworks through technical review and effective challenge.
- Advise on best practices in model development, validation, and documentation across trading and risk domains.
- Guide clients in aligning model architecture with enterprise risk appetite and regulatory expectations.
Required Qualifications
- Minimum 5 years of experience in quantitative development or electronic trading systems within financial institutions or consulting environments.
- Strong proficiency in Java, including multi-threaded programming and modern frameworks (Spring, Google Guice).
- Graduate degree (Master’s or PhD) in a quantitative discipline such as Mathematics, Statistics, Physics, Engineering, or Computer Science.
- Demonstrated experience with electronic trading infrastructure, including pricing engines, execution logic, and trade lifecycle components.
- Advanced statistical modelling skills and experience working with large-scale financial datasets.
- Solid understanding of interest rate markets and fixed income product structures.
Location: London, United Kingdom
Job Type: Hybrid
Sector: Outsourcing and Offshoring Consulting
Quant Strategist employer: Steneg
Contact Detail:
Steneg Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quant Strategist
✨Tip Number 1
Network with professionals in the quantitative finance and electronic trading sectors. Attend industry conferences, webinars, or local meetups to connect with potential colleagues and learn about the latest trends and technologies.
✨Tip Number 2
Showcase your technical skills by contributing to open-source projects or creating your own projects related to algorithmic trading or quantitative modelling. This not only demonstrates your expertise but also gives you practical experience that can impress potential employers.
✨Tip Number 3
Prepare for interviews by brushing up on your knowledge of interest rate markets and fixed income products. Be ready to discuss recent developments in these areas and how they might impact trading strategies.
✨Tip Number 4
Familiarise yourself with the specific technologies and frameworks mentioned in the job description, such as Java and Spring. Consider taking online courses or tutorials to enhance your proficiency and demonstrate your commitment to continuous learning.
We think you need these skills to ace Quant Strategist
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights relevant experience in quantitative development and electronic trading systems. Emphasise your proficiency in Java and any experience with financial datasets, as these are crucial for the role.
Craft a Strong Cover Letter: In your cover letter, explain why you are passionate about quantitative finance and how your background aligns with the firm's mission. Mention specific projects or experiences that demonstrate your ability to lead model development and stakeholder engagement.
Showcase Technical Skills: Clearly outline your technical skills, especially in Java and statistical modelling. Provide examples of how you've applied these skills in previous roles, particularly in relation to pricing models and algorithmic trading strategies.
Prepare for Interviews: Anticipate questions related to quantitative analysis, model validation, and risk management. Be ready to discuss your approach to problem-solving and how you would engage with client stakeholders to deliver tailored solutions.
How to prepare for a job interview at Steneg
✨Showcase Your Quantitative Skills
Be prepared to discuss your experience in quantitative development and electronic trading systems. Highlight specific projects where you've designed pricing models or algorithmic trading strategies, as this will demonstrate your expertise and relevance to the role.
✨Understand the Client's Needs
Research the firm and its clients thoroughly. Understand their focus on interest rate markets and be ready to discuss how your skills can help them achieve their objectives. This shows that you are proactive and genuinely interested in contributing to their success.
✨Communicate Technical Concepts Clearly
Since you'll be interfacing with both technical and non-technical stakeholders, practice explaining complex concepts in simple terms. This will help you convey your ideas effectively and demonstrate your ability to bridge the gap between different teams.
✨Prepare for Scenario Analysis Questions
Expect questions related to scenario analysis and market stress testing frameworks. Be ready to discuss your approach to these topics and provide examples of how you've applied quantitative research to support client engagements in the past.
