Junior Quant/Quant Developer (PhD level) Junior Quant/Quant Developer (PhD level) …

Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 11 Apr 21
perfomance based bonus
Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 11 Apr 21
perfomance based bonus
Anson McCade
This is a great opportunity for a junior quant/quant developer (ideally PhD level) with a couple of years' experience to join a strong front office FX quant team. You will be exposed to a wide range of what they do, including cutting edge FX models and high performance computing. There is a fantastic culture at the firm with a strong work/life balance and flexible working approach.

Junior Quant/Quant Developer (PhD level)

Responsibilities:

  • This role is primarily focused on conventional option pricing with the analytics library (though it may, in time, evolve to contribute to other areas of the team's activities). This is not a core modelling role.
  • This role will mainly be focused on:
    • Using existing frameworks to model new products via both PDE and Monte Carlo techniques;
    • Testing, documentation and ongoing monitoring, including development to automate these tasks;
    • Acceleration of existing valuations by programming FPGAs in OpenCL.
  • The role will involve a mixture of C++ and Python. The analytics library is mainly written in C++ and so the ability to use (or learn) C++ is definitely necessary. However this role will probably involve more use of Python, which is the language they use to script and test, to perform many analyses including ongoing monitoring, and so on. LaTeX will also be used for document preparation.

Requirements:

  • Associate-level hire, with or without previous experience but with lots of potential.
  • A Masters or PhD in a relevant subject is preferred (interested in STEM broadly, it doesn't necessarily need to be specialised in Mathematical Finance).
  • C++ and Python but you don't need to be an expert in both languages, just to have enough coding knowledge.
Company Overview

About Us

Anson McCade is a specialist recruitment agency headquartered in London, with further offices in Belfast, Paris & Sydney. Operating internationally, we provide high-end, niche executive search and recruitment services within our chosen markets on a contingency or search basis.  Founded at the turn of the millennium, for 20 years and counting we have specialised in connecting the most sought after talent with our industry leading clients across the IT and Capital Markets sectors. Within these sectors we work across four main verticals; quantitative research trading & risk, digital & analytics, information technology & security, and business change, transformation & strategy.

In an ever changing business and technological landscape, the need for exceptional, agile talent is crucial to almost every organisation’s success over the long term. We target the highest calibre, most relevant individuals possible for each mandate we undertake, achieving this through a consultative, research focused approach to networking, this in addition to access to a substantial range of resources, both in-house and on-line. Our consistent success in doing so over the years has resulted in an impressive portfolio of high-end, blue chip and boutique clients, many of whom we have worked with continuously as a premier recruitment partner for over a decade.

Anson McCade has been recognised as being instrumental in the growth of some of the world’s leading organisations and most innovative start-ups. Our consultants are industry experts who understand the challenges that many organisations face in today’s frenetic and unpredictable technical and business climate, as well as the diversity, skills matrix variance and mix of ambitions and expectations of the candidates we work with.

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