Hays DT – South Coast
Quantitative Analyst (FinTech, C++)
London (3+ days in office)
£100000 – £150000
Please note my client cannot offer VISA sponsorship for this position.
Your new company
I’ve been engaged on an exclusive project to recruit a Quant Analyst for a FinTech scale-up business with offices in Poole and Central London. It’s a technology first organisation that have developed a big data platform to interrogate financial models.
Your role will be hybrid, with 3 days or more in the office of your choice.
Your new role
We are looking for talented and passionate quantitative analysts to form a new team following recent client wins and a completed financing round. This is a unique opportunity which will allow you to part in shaping the future of finance.
You’ll be working with some of the best technical minds in this field locally, running a mature adoption of Agile with a truly progressive build pipeline pushing automation that is ahead of the competition.
You’ll have an intrinsic passion for solving engineering problems and delivering business functionality utilising your expert knowledge of mathematical modelling. define and implement standard interface and associated language bindings with the Quant library and will implement new quant analytic and pricing models. You’ll also increase test coverage, improve documentation and assist with the completion of new interfaces.
This is a chance to join the project in its first days and to completely influence the direction of their Quant operation, rather than being caught in red tape or bureaucracy.
What you/’ll need to succeed
We are looking for an advanced degree from a top-level University and an extensive background in Mathematics./Physics/Engineering.
You must have worked in the Financial Markets (specifically the Capital Markets) for 5 years and will be an expert delivering production-ready code using C++ 11/C++ 14; STL, Boost, GDB; Python – Scripting.
We need comparable experience in a Quant Analyst role (trading/risk-management) specifically with Fixed Income; practical understanding of credit, inflation and equity markets an advantage.
Implementing pricing and risk models for derivatives. Analytical skills, stochastic calculus, PDEs, Monte Carlo, statistics, numerical algorithms.
What you/’ll get in return
There is good flexibility in the working hours and a base salary to compete with the top Financial global financial institutions. There’s 25 days holiday, childcare vouchers, cycle to work, plus the introduction of private healthcare and other more corporate benefits in time. The main attraction is around getting involved in a business right at the sharp edge of technology without the corporate red tape and on a brand new Quant project as they look to scale.
What you need to do now
To find out more and to be considered for this position please apply directly, or contact Max Wilcock, Business Director.
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