The two areas our client specialises in are Volatility and Relative Value strategies, with a focus on Derivative products - they have extensive knowledge of this space relative to competitors as well as first class infrastructure to support these strategies.

Not only will you have the chance to build out core pricing and risk models, but you will also have the chance to work alongside some of the most successful and knowledgeable Portfolio managers in theirs space.

Requirements:

• Masters or PhD in quantitative discipline
• Experience in pricing and risk modelling in Derivative, Volatility or Relative Value strategies
• Proficiency in Python or C++

We specialise in Systematic Quant Recruitment. For a confidential discussion about this role, and the market in general, please reach out to me at ben@durlstonpartners.com or send an application.