{"id":801,"date":"2023-11-24T05:40:04","date_gmt":"2023-11-24T05:40:04","guid":{"rendered":"https:\/\/coinsrev.com\/info\/quantitative-developer-pricing-derivatives-sell-side-or-buy-side\/"},"modified":"2023-11-24T05:40:04","modified_gmt":"2023-11-24T05:40:04","slug":"quantitative-developer-pricing-derivatives-sell-side-or-buy-side","status":"publish","type":"post","link":"https:\/\/coinsrev.com\/info\/quantitative-developer-pricing-derivatives-sell-side-or-buy-side\/","title":{"rendered":"Quantitative Developer &#8211; Pricing \/Derivatives \/ Sell-side or Buy-Side"},"content":{"rendered":"<p><b>Employer:<\/b> The Workplace Consultancy<br \/>\n<b>Salary:<\/b> \u00a3100,000 &#8211; \u00a3130,000 per annum<br \/>\n<b>Date Added:<\/b> 12\/11\/2023<\/p>\n<p>Although my client has developed in the trade surveillance arena, they have always been more than that. At heart, they are a finance-focused big data firm. Their goal is to continue creating the world\u2019s leading financial markets analytics platform<\/p>\n<p>Founded in 2010, They now have a team of over 140 across London, Toronto, New York and Singapore.<\/p>\n<p><strong>The Role<\/strong><\/p>\n<p>They are seeking a Senior Quantitative Developer (VP) to take a leading role in designing, building and validating their pricing models. This includes creating financial pricing libraries for multiple asset classes, calculators and risk algorithms.<\/p>\n<p>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\u2019s capabilities are ahead of competitors in the market.<\/p>\n<p>Responsibilities:<\/p>\n<ul>\n<li>Development of sophisticated pattern-detection algorithms to be utilised across all of my clients product offerings<\/li>\n<li>Development of financial pricing libraries, calculators as well as risk\/pricing-related algorithms<\/li>\n<li>Research and development of broad models of market dynamics across multiple asset classes<\/li>\n<li>Prototyping, testing, and validation of my clients proprietary mathematical\/statistical models<\/li>\n<\/ul>\n<p><strong>Requirements<\/strong><\/p>\n<p>Main skills\/competencies:<\/p>\n<ul>\n<li>Minimum 5 years of financial markets experience, ideally within an investment bank or pricing-related firm<\/li>\n<li>Proficiency with C#, Python or another object-oriented programming language<\/li>\n<li>Evidence of exceptional mathematical and analytical skills<\/li>\n<li>Good knowledge of database technologies such as SQL, Postgres etc.<\/li>\n<li>Good understanding of derivatives (e.g. swaps, options, futures)<\/li>\n<li>Experience coaching more junior team members<\/li>\n<\/ul>\n<p><b>Application Deadline:<\/b> 24\/12\/2023<br \/>\n<b>Contract Type:<\/b> Permanent<br \/>\n<b>Submitted Applications:<\/b> 6<\/p>\n<p><a class='btn btn-block btn-primary theme-btn-primary' style='text-align: center; text-decoration: none; margin: auto 0;width: 100%;' href='https:\/\/www.reed.co.uk\/jobs\/quantitative-developer-pricing-derivatives-sell-side-or-buy-side\/51606435' target='_blank' rel=\"noopener\"> Apply Now <\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Employer: The Workplace Consultancy Salary: \u00a3100,000 &#8211; \u00a3130,000 per annum Date Added: 12\/11\/2023 Although my client has developed in the trade surveillance arena, they have<\/p>\n","protected":false},"author":1,"featured_media":597,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[29],"tags":[],"jetpack_sharing_enabled":true,"jetpack_featured_media_url":"https:\/\/coinsrev.com\/info\/wp-content\/uploads\/2023\/09\/pexels-ruslan-burlaka-140945.jpg","_links":{"self":[{"href":"https:\/\/coinsrev.com\/info\/wp-json\/wp\/v2\/posts\/801"}],"collection":[{"href":"https:\/\/coinsrev.com\/info\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/coinsrev.com\/info\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/coinsrev.com\/info\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/coinsrev.com\/info\/wp-json\/wp\/v2\/comments?post=801"}],"version-history":[{"count":0,"href":"https:\/\/coinsrev.com\/info\/wp-json\/wp\/v2\/posts\/801\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/coinsrev.com\/info\/wp-json\/wp\/v2\/media\/597"}],"wp:attachment":[{"href":"https:\/\/coinsrev.com\/info\/wp-json\/wp\/v2\/media?parent=801"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/coinsrev.com\/info\/wp-json\/wp\/v2\/categories?post=801"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/coinsrev.com\/info\/wp-json\/wp\/v2\/tags?post=801"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}