Quantitative Researcher – Central Risk/Pricing

Capital Markets Recruitment
3 April 2024
London, UK


Our client, a Global Multi Strate hedge fund with exceptional YTD performance hope to hire a Quantitative Researcher to join their Central team. They are looking for a desk quant to work in the quantitative research department on implementation and deployment of a state-of-the-art cross asset pricing and risk system. The system’s core is written in C++ with lighter front ends in Python and Excel. Responsibilities of the Role : Implementation and deployment of real-time and batch production jobs for calibration, pricing and risk. Extracting market and position data from internal and external sources to be used for calibration, pricing and risk purposes. Tracking down pricing mismatches and their causes. Assisting users in trading and risk management with use of models and ad-hoc pricing requests. Close collaboration with stakeholders in trading and risk management and other quants on model use and development. Requirments of the Role: Bachelor or higher in STEM. Good knowledge of market and trade data and how to source and reconcile it. Knowledge of mathematical models and numerical methods for derivatives pricing. Working knowledge of Python and Excel and some C++. Experience working in both Windows and Linux. Experience with GitHub and VS Code is a plus. For more info, please apply below or reach out to our Associate Director, Tom, on tom.occapitalmarkets.ie



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