Quant Developer

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We are currently looking for a Quantitative developer in order to calibrate and optimise mathematical models within the structured products trading floor. Our client is a well-known bank and is looking to hire on a contract basis.

Tasks

Structure products quantitative logic to support the functionality of trading floor tools.

Assist with option and optional pricing calculations using numerical methodologies.

Generation of product or portfolio reports based on historical data, including back-testing and simple analytics.

Develop optimal systematic strategies for trading stock.

Coordinate between key business and IT stakeholders.

Requirements

Postgraduate degree or equivalent or higher in STEM subjects with a background in finances.

Banking background, ideally with experience structured products.

Several years of professional experience in further development of and maintenance of Excel-based and sales tools used in trading.

Experience with Java, Scala, C++, Python or other mathematical software like R.

Professional communication in written and spoken English (German is a plus)

To find out more about Huxley, please visit www.huxley.com

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales