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A Hedge Fund in the city is looking for a C++ Derivatives Quantitative Analyst. As a C++ Quant Analyst/ Developer, you will work on researching, designing, and enhancing quantitative systems that support the investment and research process. This firm is looking for someone who has a strong market knowledge and can think outside the box and develop the firms pricing model working with large datasets for this alternative investment firm. This person will need to be hands-on, who can build models and look at valuation pricing in the US Markets. If you have life insurance background/ link or understanding that would be a bonus
This individual needs to be able to work in their own and who is keen to cut their teeth on a project and is competent in C++/C#. You will Work with the CTO and CEO on building the pricing model, liaising with clients, analysing large data sets from the SME market. This is for someone who will roll their sleeves up and do anything that is asked of them in the Quant world this includes contribute to pitch books
· Build various quantitative investment models to complement and enhance fundamental analysis.
. Credit/ Fixed Income/ Interest rates
· Hands on valuation pricing models
· Find and work with non-traditional datasets to illuminate fundamental economic and business trends.
· Collaborate with other investment management professionals to enhance existing quant models and data processing for improved quality and efficiency.
· Ideally a life insurance background, large data sets
· Working with large data sets
· Looking at both modelling and pricing such as the industrialisation of day to day trades
· Functional architecture, designing the libraries/ silver lining methodologies. Looking at pricing and face of to external systems
· Interaction with traders and with global head of exotics, so you will be daily running with senior individuals
· Demonstrable ability to design and deliver the complex system at scale
· Working on design and risk platform and modeling topics
· Manipulate datasets into easily understandable and relevant reports.
· Work with other technology professionals both externally and internally.
· building quantitative models/multi-asset models; experience with factor research, portfolio construction.
· Experience with some quantitative software programs such as C++ / C`#.
· Experience with backtesting for quantitative strategies.
· Master's degree in quantitative field preferred.
· Strong academic background
· Experience in equities, fixed income and/or multi-asset strategies' quantitative modeling
Location: Paris or London
Salary: Great bonus package + Flexible working
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If you're interested in this opportunity, forward you're CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob - or email firstname.lastname@example.org for more details.