My Client is a renowned Quant Hedge Fund diversifying their business after strong performances in the past 5 years. Their technology, research and compensation are at the top end of the market. While several of their teams are the most successful within the options/vol space.
We are looking for candidates with around 2-5 years of experienc
eFor the role you will be sitting at VP level
You will be required to have strong options/derivatives knowledge and strong Python coding skill
sThe desk you’ll be working on will be similar to a QIS desk at an Investment Bank
Your main responsibilities would b
e:• Build and improve all aspects of Solutions quantitative platform including; portfolio analysis, risk simulation, portfolio optimization, research and back testing framework, reporting, and dashboard
s.• Build and increase automation of the portfolio management and research proces
s.• Quantitative research on problems arising from our investment decision making, pricing and modelling, and analysis for our client
s.• Develop and maintain the technology infrastructure built for our unique Solutions business. Resolve any platform related issues and handle the release of code fixes and enhancement
s.• Close interaction with PMs, structurers and other teams in a transparent environment, engaging with the whole investment proces
s.• Collaboration with wider quant group, and act as an integral part of the quantitative platform research and development for the whole fir
m.