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Global Investment Bank, London Front Office Equity Index Strategies Desk (e.g. Variance, volatility, Indices, modelling)
TEAM OVERVIEW: The Quant Strat team applies specialist methods from maths, science and engineering to advance the business. The focus is derivative valuation and risk, automated trading and execution, data-driven decision-making, and pushing new areas of growth.
ESSENTIAL SKILLS & EXPERIENCE:
A top-tier MSc/PhD in a quantitative discipline (e.g. math, physics or engineering)
Commercial experience in Python, C++ or another OO environment
Experience with Equity derivatives pricing and modelling (e.g. Variance products, volatility indexes, dividend modelling)
You may have EITHER: a strong quant/derivative background willing to learn more about the complex technical architecture of a leading investment business.
OR: a very strong Developer background with a track record building and maintaining front office systems and some quant exposure willing to learn more about derivatives.
Proficient with a range of open source frameworks and development tools e.g. Numpy, Pandas, Pyramid, etc...
Knowledge of data structures and modern design patterns.
Internal Number: 3725612
About Millar Associates
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