As a quant dev for systematic trading firm, your role will be within a trading team that is building and maintaining the proprietary systems that the Relative Value Vol Arb group is using on a day-to-day basis.
- Work within a small team of quant developers under direction from the product manager responsible for the trading strategies.
- The daily tasks will centre on
- Developing risk management tools,
- Maintaining and developing market adaptors + gateways
- Optimisation of trading signals, and execution.
- Writing and maintaining of derivative pricing models, including calibration to market conditions.
- Bachelor's or Master's degree in computer science, engineering, or a related field.
- At least 2 years experience working in a formal programming language. Knowledge in Java is an advantage but not a requirement.
- Experience in developing trading systems and exchange gateway integrations
- Ability to work on derivatives pricing models.
