Quant Analyst (Fintech)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
TL;DR
Quant Analyst (Python/Fintech): Developing and optimizing a swaps pricer and analytics for European fixed income markets with an accent on quantitative research and statistical modeling. Focus on curve validation, bootstrapping, and refining real-time data products to ensure accuracy in high-volume trading environments.
Location: Must be based in London, United Kingdom
Company
is a major operator of European stock exchanges, with its MTS division leading in regulated electronic trading platforms for the European fixed income market.
What you will do
- Develop a swap pricer for major currencies including EUR, USD, and GBP.
- Perform benchmarking and accuracy testing of the pricer against existing market solutions.
- Design new data products and refine real-time API feeds and composite prices.
- Conduct research on market microstructure, liquidity dynamics, and order flow using historical and real-time data.
- Calibrate composite price streams for European Government Bonds and Credit securities.
- Collaborate with Product Development and Quant teams to optimize model performance and accuracy.
Requirements
- Must be based in London, UK.
- 1 to 3 years of experience in a quantitative analyst role.
- Advanced degree (Masters preferred) in Mathematics, Statistics, Computer Science, or Engineering.
- Strong proficiency in Python and experience working with large datasets using SQL/no-SQL.
- Extensive knowledge of probabilities, statistical modeling, and time-series analysis.
- Deep interest in Fixed Income data and financial markets within electronic trading.
Nice to have
- Knowledge of C++.
- Experience in machine learning.
- Academic focus on financial markets and electronic trading.
Culture & Benefits
- Collaborative, dynamic team environment that thrives on innovation.
- Opportunity to make an immediate impact on the future of Fixed Income trading.
- Exposure to major European financial market infrastructure and high-volume transaction systems.
Будьте осторожны: если работодатель просит войти в их систему, используя iCloud/Google, прислать код/пароль, запустить код/ПО, не делайте этого - это мошенники. Обязательно жмите "Пожаловаться" или пишите в поддержку. Подробнее в гайде →