Quantitative Strategist - Equity Derivatives
  • England,London
  • full-time
  • Competitive salary
Job Description:
The role is a hybrid between a traditional Quantitative Analyst position, and a Quantitative Researcher.
You will be responsible for developing and optimising pricing and risk models for the desk, as welll as providing support to Traders on various projects. The other half of your role will be focused on Alpha Research/Signal Generation; analysing large datasets, digesting the data and leveraging statistical modelling techniques to extract signals and help Traders formulate trading strategies.
The tech stack is mainly Python, though the team does work with core Quantitative Developers who focus on C++ for production.
Requirements
1-5 years’ experience in a hands on Quantitative Analyst/Research position.
Strong problem solving skills.
Excellent Options knowledge, and a sound understanding of the various Greek Risk Measures.
Bachelors/Masters degree with a focus on Computer Science, Maths, Physics, Electrical Engineering or Statistics.
Compensation
Base: £100,000 to £140,000. Subject to compensation history and approvals.
Bonus (to be paid at the end of the year): £25,000 - £60,000
Typical offers will offer a slight increase on your current package, in line with your compensation history.
VISA sponsorship is available.
Job number 1482646
metapel
Company Details:
, eFinancial Careers
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