Quantitative Analyst (Modeling) (m/f/d)
emagine
Date: 1 week ago
City: London, England
Contract type: Full time
Rate - £800 - £900 inside IR35
Location - London (hybrid model)
emagine is a high-end professional services consultancy and solutions firm Specialising in providing business and technology services to the financial services sector, we power progress, solve challenges and deliver real results through tailored high-end consulting services and solutions.
We have created a culture of openness and integrity by building genuine and strong relationships and partnerships, enabling us to be uncompromising in our dedication in delivering the optimal service for our clients. Our commitment is not just towards our clients but we aim to foster a positive and equitable working environment with our consultants and colleagues which stems from our core values: Confident, Dedicated, Responsible, Genuine.
A key requirement is front office experience, ideally from candidates who have worked directly with traders and grasp the pace and expectations of that environment. This role will prioritize front office engagement over specific asset class experience, with a current focus on equities.
From a technical viewpoint, proficiency in C++ or C# is essential, although candidates are not expected to be programmers, as these are the primary languages used in production. Familiarity with Rust is a bonus, as the team is currently exploring its use without it being implemented in core systems just yet.
Candidates should have 3-6 years of experience.
The work aligns with two major programs: Sophis (next 10 years) and FRTB (wrapping up). The majority of the efforts will be directed towards transformational build work, focusing on designing and deploying business-critical pricing models that have a direct impact on trading decisions and P&L.
Main Responsibilities:
This position will be aligned with significant transformation initiatives and business-critical projects. The role is intended for individuals who can thrive in a dynamic trading environment and contribute to long-term strategic goals, focusing particularly on core equities derivatives.
Location - London (hybrid model)
emagine is a high-end professional services consultancy and solutions firm Specialising in providing business and technology services to the financial services sector, we power progress, solve challenges and deliver real results through tailored high-end consulting services and solutions.
We have created a culture of openness and integrity by building genuine and strong relationships and partnerships, enabling us to be uncompromising in our dedication in delivering the optimal service for our clients. Our commitment is not just towards our clients but we aim to foster a positive and equitable working environment with our consultants and colleagues which stems from our core values: Confident, Dedicated, Responsible, Genuine.
A key requirement is front office experience, ideally from candidates who have worked directly with traders and grasp the pace and expectations of that environment. This role will prioritize front office engagement over specific asset class experience, with a current focus on equities.
From a technical viewpoint, proficiency in C++ or C# is essential, although candidates are not expected to be programmers, as these are the primary languages used in production. Familiarity with Rust is a bonus, as the team is currently exploring its use without it being implemented in core systems just yet.
Candidates should have 3-6 years of experience.
The work aligns with two major programs: Sophis (next 10 years) and FRTB (wrapping up). The majority of the efforts will be directed towards transformational build work, focusing on designing and deploying business-critical pricing models that have a direct impact on trading decisions and P&L.
Main Responsibilities:
- Develop and implement quantitative models for core equities derivatives.
- Engage directly with front office teams to ensure model alignment with trading strategies.
- Contribute to transformational build projects focused on pricing models.
- Participate in ongoing developments aligned with the Sophis and FRTB programs.
- Utilize quantitative insights to drive business-critical decisions in trading.
- 3-6 years of quantitative modeling experience.
- Proficiency in C++ or C#.
- Strong understanding of front office trading environments.
- Experience in developing models from the ground up.
- Direct experience collaborating with traders.
- Familiarity with Rust programming.
- Previous experience with trading or risk management systems.
This position will be aligned with significant transformation initiatives and business-critical projects. The role is intended for individuals who can thrive in a dynamic trading environment and contribute to long-term strategic goals, focusing particularly on core equities derivatives.
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