Exchange Algo Developer – Insurance
Quant Capital
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
- 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
- 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_31194001