Quantitative Developer

Requirements

• Proficiency with C#, C++ or Python
• Evidence of exceptional mathematical and analytical skills
• Initial industry experience working as a quant within a financial services organisation
• Some knowledge of risk sensitivities or "Greeks" such as Delta, Gamma, DV01 etc
• Understanding of derivatives (e.g. swaps, options, futures)
• Confidence to experiment with new ideas and technologies
• Keen to work in a fast-paced environment
• Don’t tick every single requirement? Research shows that candidates from under-represented groups are less likely to apply unless they meet all the criteria
• We are dedicated to building a diverse, equitable and inclusive workplace, so if this role excites you, please don't let our specification hold you back. Get in touch!

What the job involves

• We are seeking a Quantitative Developer to help design, build, and validate the models that power our industry-leading market surveillance and analytics products
• As part of our metrics division, you'll collaborate with a team of engineers and quants to create and deploy market abuse metrics and detection algorithms
• The successful candidate will combine excellent mathematical skills with the proven ability to engineer high‑quality software in a practical setting
• Development of sophisticated pattern‑detection algorithms to be utilized across all of TradingHub’s product offerings
• Research and development of broad models of market dynamics across multiple asset classes
• Prototyping, testing, and validation of TradingHub’s proprietary mathematical/statistical models
• Use of in-house big data language for the large-scale pricing and analysis of security and risk data
• Implementation and optimisation of the core algorithms used by TradingHub to perform deep analysis of financial data

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