My client is a tier 1 hedge fund, with offices in London and Hong. They are currently looking to build out their Derivatives business. The team focuses on building, developing and maintain quantitative models and embedding them into their in-house quant library.
Build and developing quantitative pricing/risk models for the Derivatives business using C++/Python
Implement models into the in-house platform
Work directly with CEO/Directors
Work directly/on-site with clients
Bachelors/Masters/PHD in Quantitative subject i.e. Financial Maths or similar
Intern experience or 1-2 years' experience in a quant modelling/quant dev environment
Proficient Python skills
Professional communication skills
Some understanding of pricing/risk techniques - via education or work experience
Keen to work in a front-office environment, good attitude to work
Willingness to learn and grow
Internal Number: 6497455
About Anson McCade
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