|Job Type:||Full Time|
We are a team of front-office quants providing modelling solutions to the Equity Derivatives business. Our work combines classical quant finance with modern machine learning techniques to deliver best-in-class models to the trading desk. It includes:
Developing advanced pricing models and systematic hedging strategies for equity derivatives;
Implementing these models in our quant library and trading/risk platforms, carrying out testing and writing documentation;
Working closely with traders to solve problems and identify opportunities;
Maintaining strong links with the machine learning and quant finance research communities, supervising projects, publishing and presenting academic papers.
- Experience in a front-office derivatives trading environment;
- Outstanding analytical and problem-solving abilities;
- Good written and oral communication;
- Strong coding skills;
- Deep understanding of derivatives pricing theory and standard models.
- Hands-on experience of Reinforcement Learning;
- Professional Python/C++ development experience.