Quantitative Developer
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About the role
We are seeking a Quantitative Developer to contribute in designing, building and validating our pricing models. This includes creating financial pricing libraries for multiple asset classes, calculators and risk algorithms. The successful candidate will combine excellent mathematical skills with proven experience in financial markets and the ability to productionise high-quality software. The capacity to put yourself in the eyes of a trader will be very useful as we continue to ensure our product's capabilities are ahead of competitors in the market.
Responsibilities
- Development of financial pricing libraries, calculators as well as risk/pricing-related algorithms
- Using our in-house big data language for the large-scale analysis and production of securities data
- Research and development of market dynamics across multiple asset classes
- Prototyping, testing, and validation of TradingHub's proprietary models
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
Benefits
Additional Information
Compensation: Competitive (Financial Services) About TradingHub Founded in 2010, TradingHub delivers uniquely intelligent trade surveillance software to world leading financial institutions. Developed by market professionals, our solutions use sophisticated modelling techniques to detect single and cross-product market manipulation. With a team of over 150 experts worldwide, TradingHub combines global reach with deep markets expertise to help our customers mitigate financial, regulatory, and reputational risk.
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