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- Tasks: Join the team to develop and enhance pricing and risk models using C++ and Python.
- Company: Be part of a leading FinTech firm revolutionizing trading technology for top hedge funds and asset managers.
- Benefits: Enjoy hybrid work, competitive pay, 26 days holiday, and unique perks like a gym and global workdays.
- Why this job: Work with industry leaders, gain exceptional mentorship, and advance your skills in a dynamic environment.
- Qualifications: Must have a Master's or PhD in a STEM field and strong C++ development skills.
- Other info: Focus on Non-Linear Rates products and contribute to innovative tools and services.
The predicted salary is between 48000 - 84000 £ per year.
The Client My client is a leading buy-side focused FinTech business delivering cutting edge trading technology for pre-trade analytics and order & execution management to some of the world’s leading hedge funds and asset managers.
An opportunity to be part of one of the most exciting FinTech businesses in the City with a clear goal to become the first choice trading technology provider with asset managers and financial institutions alike, across the derivatives trading market.
~ There is a high talent density and as such you will be working with top performers from across the industry with exceptional mentoring and opportunities to learn and develop your skills.
~ They pay market leading compensation, including a lucrative commission scheme and annual discretionary bonus with ongoing opportunities for financial advancement.
~ They offer a hybrid office and working from home model.
~ They offer benefits including pension, healthcare, life insurance, 26 days holiday, 10 further days working from wherever you want in the world, onsite gym, cycle to work scheme and a range of other benefits.
Joining the Quantitative Analytics & Development team, you will play a key role in the development and enhancement of their in-house pricing and risk models, working across a range of securities and derivatives, with a focus on Non-Linear Rates products. The models are implemented in the Quant Library, which is written in C++.
Play a key role in the building of new C++ & Python based tools and services in line with the needs of the clients.
Play a key role in the implementation of models into the pricing and risk platform using C#.
Play a key role in the monitoring and support of the Quant production system.
Strong development skills in C++.
A Master’s degree or a PhD in a mathematical or STEM discipline.
A passion for working in a FinTech environment.
Quantitative Analyst - (C++, PhD) employer: Tempest Vane Partners
Contact Detail:
Tempest Vane Partners Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Analyst - (C++, PhD)
✨Tip Number 1
Make sure to showcase your strong development skills in C++ during networking events or conversations. Engage with professionals in the FinTech space and discuss your projects or experiences that highlight your expertise.
✨Tip Number 2
Stay updated on the latest trends in quantitative finance and trading technology. Being knowledgeable about current market developments will help you stand out in discussions and interviews, showing your genuine interest in the field.
✨Tip Number 3
Connect with current employees of the company on LinkedIn. Engaging with them can provide insights into the company culture and expectations, and they might even refer you internally, increasing your chances of landing an interview.
✨Tip Number 4
Prepare to discuss your experience with pricing and risk models, especially in relation to Non-Linear Rates products. Having specific examples ready will demonstrate your relevant expertise and readiness for the role.
We think you need these skills to ace Quantitative Analyst - (C++, PhD)
Some tips for your application 🫡
Highlight Relevant Experience: Make sure to emphasize your experience with C++ and any relevant projects or roles that showcase your quantitative analysis skills. Mention specific tools or technologies you've used that align with the job description.
Showcase Your Education: Clearly state your educational background, especially if you hold a Master's degree or PhD in a mathematical or STEM discipline. Include any relevant coursework or research that pertains to quantitative analysis or FinTech.
Express Your Passion for FinTech: In your cover letter or personal statement, convey your enthusiasm for working in the FinTech sector. Discuss why you are drawn to this industry and how your skills can contribute to the company's goals.
Tailor Your Application: Customize your CV and cover letter to reflect the specific requirements and responsibilities mentioned in the job description. Use keywords from the listing to ensure your application stands out to hiring managers.
How to prepare for a job interview at Tempest Vane Partners
✨Showcase Your Technical Skills
Be prepared to discuss your experience with C++ and Python in detail. Highlight specific projects where you've developed tools or models, especially those related to pricing and risk management.
✨Demonstrate Your Analytical Thinking
Expect questions that assess your problem-solving abilities. Use examples from your academic or professional background to illustrate how you approach complex quantitative problems.
✨Understand the FinTech Landscape
Research the latest trends in FinTech, particularly in trading technology. Being knowledgeable about the industry will show your passion and commitment to working in this field.
✨Prepare for Behavioral Questions
Since you'll be working with top performers, be ready to discuss how you collaborate with others. Share experiences that demonstrate your teamwork, adaptability, and ability to learn from feedback.
