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Summary Capitalab, a division of BGC Brokers LP, is looking for highly talented, quantitative, energetic, confident, delivery-oriented quantitative analysts to work within the Capitalab front-office development team, which is split across London and Singapore.
Group Description The Capitalab division is a quantitative financial technology group within BGC, founded January 2015, responsible for optimising portfolios of financial derivatives for global investment banks and buy-side clients. Based in both London and Singapore, the teams work directly with Capitalab senior management to develop innovative, revenue-facilitating, market-leading services within the Capital Markets industry.
Capitalab focuses on multilateral derivatives compression and portfolio optimisation. It has already unwound $8+ trillion of gross notional and generated $10+ billion of Initial Margin savings for its global clients across Interest Rate Options (Swaptions + Cap/floors), Interest Rate Swaps (cleared and non-cleared), FX Options and FX Forwards portfolios, with 30+ major institutional clients participating in 80+ successful Compression and Initial Margin Optimisation cycles.
You will be working as one of the early joiners of the division, with a huge potential to grow an already successful business. Suited for a highly motivated self-starter. The product is high profile, client facing, and highly technical.
Highly talented Quantitative Financial / Applied Mathematics / Physics / Engineering or similar quantitative graduate / post-graduate keen to apply existing knowledge and quick to learn complex new concepts and skills
Excellent knowledge of financial mathematics, derivative pricing and risk management
Strong knowledge of Python, C++ or C# development skills and techniques
Strong knowledge on vanilla option pricing and risk (FX options, Swaptions, Equity Options)
Strong knowledge of numerical algorithms (optimisation, interpolation, linear algebra)
Working experience as a front office quantitative analyst
Highly motivated self-starter
Capable of managing own workload, while providing regular feedback to management
Confident communicator capable of working directly for stakeholders
Entrepreneurial approach to problem-solving
Collaborative approach to working as part of a global team
Ability to work in a demanding environment
Applications for this role open on (13/6/19)
Applications for this role close on (13/7/19)
Salary level: competitive
BGC Partners is an equal opportunities employer
Internal Number: 6238642
About BGC Partners
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