Founded in 2010 by ex-investment bankers, my client is a disruptive financial technology (FinTech) company. Their clients are made up of Leading investment banks, asset managers, hedge funds, commodity houses, and brokerage firms (collectively representing over 20 trillion dollars of AUM).
My clients AI-assisted Software Products offer market-leading trade data analysis in the following areas: Market Abuse; Operational Risk; Best Execution; Anti Money Laundering and Comms Surveillance. They are headquartered in London, with further offices in New York, San Francisco, Toronto and Hong Kong, although they are expanding rapidly! Products
My clients products offer market-leading trade data analysis. Each one is the result of identifying extremely challenging, unsolved problems and innovating rigorous, non-superficial solutions by thinking deeply about the nature and structure of financial markets. Their products are therefore truly best-in-class, employing novel approaches that not only lead the industry, but stand to change it fundamentally.
- Their products are currently in use among leading investment banks, asset managers, hedge funds, commodity houses, and brokerage firms.
- Their asset management customers control over USD 19 trillion in AUM.
- Their hedge fund customers control over USD 500 billion in AUM.
- Their bank customers include some of the most sophisticated and largest global banks.
They are seeking a Senior Quantitative Developer (VP) to take a leading role in designing, building and validating their pricing models.
This includes creating financial pricing libraries for multiple asset classes, calculators and risk algorithms.
The successful candidate will combine excellent mathematical skills with proven experience in financial markets and the ability to productionise high-quality software.
The capacity to put yourself in the eyes of a trader will be very useful as we continue to ensure our product's capabilities are ahead of competitors in the market. Responsibilities:
- Development of sophisticated pattern-detection algorithms to be utilised across all of my clients product offerings
- Development of financial pricing libraries, calculators as well as risk/pricing-related algorithms
- Prototyping, testing, and validation of my clients proprietary mathematical/statistical models Requirements
- Minimum 5 years of financial markets experience, ideally within an investment bank or pricing-related firm
- Proficiency with C#, Python or another object-oriented programming language
- Evidence of exceptional mathematical and analytical skills
- Good understanding of derivatives (e.g. swaps, options, futures)