Quantitative Developer (Greenwich CT)

The quant development team sit on the desk, building and owning the pricing models, analytics frameworks, and end-user tooling that traders, analysts, and quants depend on day to day. As part of a significant effort to re-modernise the firm's derivatives and structured products platform, they are looking for a quant developer to take complex pricing theory and convert it into reliable, scalable production code - spanning payoffs, risk, PnL, curves, discounting, and simulations.

Your Role:

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• Design and develop systems for conducting Commodities research and real-time alpha generation.
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• Build bespoke frameworks for exploring, designing and deploying systematic strategies and signals.
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• Increase research velocity and create back-testing and simulation frameworks which ensure seamless strategy implementation.
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• Utilise machine learning algorithms for analysing vast alternative datasets.
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• Build desktop tools for PnL estimates and position monitoring.
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Experience Required / About You:

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• Strong academic background with a Bachelors or Masters degree in Computer Science or related discipline(s).
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• Commercial experience working collaboratively, building relevant systems and implementing strategies.
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• Strong Python development skills.
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• Superb analytical and quantitative skills; linking business problems with highly technical solutions.
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• The ability to find innovative ways around convoluted mathematical and computer science problems.
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Further Context:

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• The firm has an excellent culture and is one of the most reputable in the industry, with a track record of delivering advanced custom tech and constant innovation.
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• The company invests heavily in its people and their environment - it's a flat structure with scope for trajectory.
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• This is a permanent position with a highly competitive salary and a comprehensive benefits package. Please enquire for more details.
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