Quant & Data Science

Market Risk Quant Developer - Systematic Fund

Market Risk Quant Developer - Systematic Fund

  • Location

    London

  • Sector:

    Quant & Data Science

  • Job type:

    Permanent

  • Salary:

    £150000 - £160000 per annum + Up to £100k Bonus

  • Contact:

    George Campbell

  • Contact email:

    gcampbell@vertuspartners.com

  • Job ref:

    MRQD/2005/GC_1716199230

  • Published:

    about 1 month ago

  • Expiry date:

    2024-06-19

  • Consultant:

    ConsultantDrop

Market Risk Quant Developer - Systematic Fund

Our client, a global Systematic Trading Firm, are looking to build a new function within their central technology team, predominantly focused on Market Risk.

This will be a deeply technical role, working across Market-Leading strategies to calculate their Risk, working side by side with the Quant Researchers within the strategies.

You'd be a great candidate if you have the following experience:

  • Deep Market Risk knowledge, preferably from a Tier One Bank or Hedge Fund.
  • Strong Python and or Java coding experience.
  • Cross Asset Derivatives experience, with a deep understanding of working with Front Office Stakeholders.
  • A Degree from a Top Tier University in a Quantitative/STEM Field.

This is a fantastic opportunity to work across business lines with some of London's brightest Quants and Engineers - if you're interested, please apply through this advert.