Senior Quant Analyst - Models

Research · London, London, City of
Department Research
Employment Type Full-Time
Minimum Experience Experienced

Senior Quant Analyst - Models 


Location: London, UK 

Salary: £100,000 - £140,000 depending on experience


The Research team is responsible for building out our new analytics libraries and shaping the future direction of the product and the ideas that will feed into it. At present this will be similar to a Quant or Quant Dev job in a bank and it is evolving towards a near and medium term research role.  


Key responsibilities: 


The remit is large. For example instrument representation, market data including curve and volatility surface building and interfaces to the risk, accounting engine and surrounding parts of the system. As the library matures this is extending to include modern pricing, scripting and risk engines up to and including XVA. It also includes interfaces to and integration with third party libraries to which we allow clients to delegate various calculations.

What skills, experience and qualifications we require: 

  • Masters/PhD in a STEM subject.
  • 5+ years’ experience working in a role as a quantitative analyst or developer in a Tier 1 investment bank, hedge fund or similar.
  • Excellent C# and/or C++ experience.
  • Knowledge of risk-neutral pricing methodology: e.g. LMM, HW, HJM, Markov, SABR.
  • Familiarity with more than one asset class, particularly credit, interest rates and FX.
  • Some knowledge of IFRS and alternate pricing methodologies would be useful in addition.
  • Knowledge of distributed systems and experience with AWS and Kubernetes would be helpful.

 

About FINBOURNE

FINBOURNE is a young, dynamic financial technology company aiming to re-engineer the world of investing to make it safer, cheaper and more transparent for everyone.

 

We are looking for the best of our generation to come to FINBOURNE to learn, produce and ultimately to lead this challenge.

 

As a company, we’ve always looked for the difficult problems to solve because we think that gives us an unfair advantage. We are open both with our customers and each other. We’re at an exciting stage of growth which includes the search for talented and innovative people to come join us.

 

We expect you to operate with a high degree of autonomy and responsibility. We are evidence driven and believe the best solution brings. We are looking for individuals who want to make a contribution and for those wanting to do this, your voice will count.

 

 Our solution is open, API first and developer friendly – a true first for the asset management industry.  You can see what our team is busy building – we’ve published APIs for all functions publicly on Github., and released Software Development Kits for developers in five languages (C#, Java, Javascript, Python, Angular).


FINBOURNE Technology is a Skilled Worker sponsor and we can support candidates requiring work permission if appropriate.  


For more information about us including the support and development we offer employees and our benefits, please visit our website.  

 

Thank You

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  • Location
    London, London, City of
  • Department
    Research
  • Employment Type
    Full-Time
  • Minimum Experience
    Experienced