Core Quant Strats – VP Level

Anson McCade
18th October 2018
London, United Kingdom
Job Type


Core Quant Strats – VP Level




The Core Quant Strats team oversees the creation and development of the Securities Division quantitative platform, building the key components which allows them to evaluate the prices of financial products. They aim to develop these tools to be more efficient and precise, whilst also making them directly available to their business users, hence allowing the firm to quickly respond to client needs.



  • Participate in the creation of their brand new pricing platform. Write code which is used to evaluate millions of prices every day.
  • Partner with structurers, traders and other engineers to build a framework allowing them to develop new financial products more efficiently and calculate risk and price estimates on the fly.
  • Impact the business by improving their ability to serve clients and by directly reducing compute cost through more efficient algorithms.
  • Coordinate the analysis, troubleshooting, and resolution of issues in the software and the broader infrastructure.


  • Bachelors, Masters, or PhD in Mathematics, Physics, Computer Science, Engineering or similar subject.
  • Strong quantitative skills.
  • Strong programming skills, including clear understanding of algorithms and data structures.
  • Knowledge of high-performance numerical methods.
  • Strong interpersonal, communication and presentation skills, both written and verbal.
  • Comfortable managing multiple stakeholders, driving consensus and influencing outcomes.


  • Experience building tools and payoff languages used by traders and structurers.
  • Knowledge of financial derivative pricing.
  • Experience using a functional programming language: Haskell, OCaml, ML, Scala, F#, etc.
  • Experience creating and using Domain Specific Languages.
  • Experience with the Python and/or JVM ecosystem.
  • Experience working with large distributed systems and multi-threaded applications.
  • Knowledge of GPU programming.


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