IT & Software

Exchange Algo Developer – Insurance

Quant Capital

London · Greater London · United Kingdom

Overview

In this hybrid London role, you will build greenfield buy- and sell-side trading algorithms for an insurance exchange. You will lead the development of pricing and risk models, applying advanced quantitative methods. You will write production-ready, object-oriented Python code and work closely with a small team to maximize impact. This is a chance to shape a pioneering global trading network and push the boundaries of financial technology.

Pay / Benefits
  • hybrid working
  • high compensation
  • bonus
Responsibilities
  • Develop and implement complex pricing and risk models
  • Apply stochastic calculus, PDEs, Monte Carlo, statistics, and numerical methods for quantitative analysis
  • Produce production-ready, OO Python code
  • Collaborate with developers to build and refine trading algorithms
  • Lead the logic and algorithms for execution in the market
  • Contribute to greenfield development of buy- and sell-side trading strategies
Key requirements
  • Experience in financial markets focused on trading and risk management within OTC or exchange trading
  • MSc or PhD in a STEM subject
  • Python
  • Git/Github
  • Experience in yield curves construction
  • Knowledge of fixed income performance attribution methodologies
  • Independent worker with ability to operate in a small team
  • Strong analytical mindset
  • Self-motivation and proactive problem-solving
  • Python
  • Object-oriented programming
  • Stochastic calculus

Reference: WJ-747_30148975

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