Job description
A leading multi-strategy hedge fund is looking to hire a Quantitative Developer with a deep understanding of derivatives pricing on a contract basis. Joining the global front office development team, you will be responsible for building pricing models for their macro trading business and advising new ways to improve their approach to pricing and analytics.
The team is currently working on a number of high profile projects that involve rebuilding their pricing technology stack and approach to pricing. This means the successful Quantitative Developer will have a lot of opportunity to make an impact on the research and investment process from day one.
Requirements
- PhD/MSc in Mathematics, Physics or similar
- Strong programming skills (ideally with Java, but other OO languages will be considered)
- Expert knowledge of derivatives pricing (yield curves, stochastic process, black-scholes)
- Strong knowledge of FX, Interest Rates and/or Fixed Income markets
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