Role Responsibilities

• Automate pricing of derivative products, providing fast and accurate prices in response to quote requests from our clients.
• Implement automated hedging algorithms, and build frameworks to manage risk centrally across asset classes.
• Perform systematic and quantitative analysis of franchise flows and market data, driving business decisions and the design of our automation platform.
• Work closely with sales and trading, support our automated pricing and trading systems.
• Be involved with all stages of the software development life cycle with a range of technologies, and collaborate closely with engineering teams who support the underlying infrastructure and frameworks,

Basic Qualifications

• Excellent academic record in a relevant quantitative field such as physics, mathematics, statistics, engineering or computer science.
• Strong programming skills in an object oriented or functional paradigm such as C++, Java or Python.
• At least 3 years experience.
• Self-starter with strong self-management skills, ability to manage multiple priorities and work in a high-pressure environment.
• Excellent written and verbal communication skills.

Preferred Qualifications

• Previous quantitative or technical role working on or with a trading desk (irrespective of asset class).
• Knowledge of building automated trading systems in a live trading environment.