Python Quant Python Quant …

Cornwallis Elt
in London, England, United Kingdom
Permanent, Full time
Be the first to apply
£120,000 - £140,000 base
Cornwallis Elt
in London, England, United Kingdom
Permanent, Full time
Be the first to apply
£120,000 - £140,000 base
Python, NumPy, SciPy, R, Quantitative Analytics, Pricing, Risk, Asset Management, Fund Management

A Quantitative Analyst with experience in Python programming is sought by a leading Asset Management firm based in the City to help build a new cross-asset quantitative analytics platform from the ground up.
You will join a team currently in the process of building a greenfield Athena/Quartz-like platform which will provide quantitative analytics relating to pricing, risk, exposure etc to all trading desks across the business.

This will involve working directly alongside the desk quants to understand and implement their requirements ensuring the platform can both calculate and publish these analytics. You will take direct responsibility for implementing the core library of the platform, writing analytics in relation to pricing, risk and other calculator such as derivatives exposure.

Candidates must have:

  • Strong background in quantitative development using Python
  • Knowledge of quantitative finance and derivative pricing with the ability to write quantitative analytics such as exposure calculators  
  • A degree in a quantitative discipline (mathematics/physics) with a PhD highly desirable  
  • Certificates such as the CQF and CFA would be advantageous
  • Understanding of the wider Python ecosystem with use of frameworks/libraries including NumPy and SciPy would be beneficial
  • Exposure to the R programming language would be beneficial

This is an excellent opportunity for a talented candidate to join a new team currently building a brand new enterprise quantitative analytics platform from scratch.

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