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Global Investment Bank, London Front Office Derivatives modelling, C++ & Python, Cutting edge trading and risk platform
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 derivatives pricing and modelling (e.g. Volatility modelling, etc)
Open source frameworks/tools e.g. Numpy, Pandas, Pyramid, etc. will be an advantage
Knowledge of data structures and modern design patterns