Quant Developer

We are currently looking for a Quantitative developer in order to calibrate and optimise mathematical models within the structured products trading floor. Our client is a well-known bank and is looking to hire on a contract basis.

Tasks:

- Structure products quantitative logic to support the functionality of trading floor tools.
- Assist with option and optional pricing calculations using numerical methodologies.
- Generation of product or portfolio reports based on historical data, including back-testing and simple analytics.
- Develop optimal systematic strategies for trading stock.
- Coordinate between key business and IT stakeholders.

Requirements:

- Postgraduate degree or equivalent or higher in STEM subjects with a background in finances.
- Banking background, ideally with experience structured products.
- Several years of professional experience in further development of and maintenance of Excel-based and sales tools used in trading.
- Experience with Java, Scala, C++, Python or other mathematical software like R.
- Professional communication in written and spoken English (German is a plus)

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy.