Capitalab Senior Quantitative Analyst Capitalab Senior Quantitative Analyst …

BGC Partners
in London, England, United Kingdom
Permanent, Full time
Last application, 21 Aug 19
BGC Partners
in London, England, United Kingdom
Permanent, Full time
Last application, 21 Aug 19
Capitalab Senior Quantitative Analyst
Key Responsibilities:

Capitalab, a division of BGC Brokers LP, is looking for highly talented, quantitative, energetic, confident, delivery-oriented quantitative analysts to work within the Capitalab front-office development team, which is split across London and Singapore.

Group Description
The Capitalab division is a quantitative financial technology group within BGC, founded January 2015, responsible for optimising portfolios of financial derivatives for global investment banks and buy-side clients. Based in both London and Singapore, the teams work directly with Capitalab senior management to develop innovative, revenue-facilitating, market-leading services within the Capital Markets industry.

Capitalab focuses on multilateral derivatives compression and portfolio optimisation. It has already unwound $8+ trillion of gross notional and generated $10+ billion of Initial Margin savings for its global clients across Interest Rate Options (Swaptions + Cap/floors), Interest Rate Swaps (cleared and non-cleared), FX Options and FX Forwards portfolios, with 30+ major institutional clients participating in 80+ successful Compression and Initial Margin Optimisation cycles.

You will be working as one of the early joiners of the division, with a huge potential to grow an already successful business. Suited for a highly motivated self-starter. The product is high profile, client facing, and highly technical.

Essential Experience
  • Highly talented Quantitative Financial / Applied Mathematics / Physics / Engineering or similar quantitative graduate / post-graduate keen to apply existing knowledge and quick to learn complex new concepts and skills
  • Excellent knowledge of financial mathematics, derivative pricing and risk management
  • Strong knowledge of Python, C++ or C# development skills and techniques

Desirable Experience
  • Strong knowledge on vanilla option pricing and risk (FX options, Swaptions, Equity Options)
  • Strong knowledge of numerical algorithms (optimisation, interpolation, linear algebra)
  • Working experience as a front office quantitative analyst

Soft Skills
  • Highly motivated self-starter
  • Capable of managing own workload, while providing regular feedback to management
  • Confident communicator capable of working directly for stakeholders
  • Entrepreneurial approach to problem-solving
  • Collaborative approach to working as part of a global team
  • Ability to work in a demanding environment

• Applications for this role open on (13/6/19)
• Applications for this role close on (13/7/19)
• Salary level: competitive
• BGC Partners is an equal opportunities employer