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Job Details
Market Risk Quant Developer - Systematic Fund (Permanent)
Location: London Country: UK Rate: £150k - £160k per annum + Up to £100k Bonus
Market Risk Quant Developer - Systematic Fund
Our client, a global Systematic Trading Firm, are looking to build a new function within their central technology team, predominantly focused on Market Risk.
This will be a deeply technical role, working across Market-Leading strategies to calculate their Risk, working side by side with the Quant Researchers within the strategies.
You'd be a great candidate if you have the following experience:
- Deep Market Risk knowledge, preferably from a Tier One Bank or Hedge Fund.
- Strong Python and or Java coding experience.
- Cross Asset Derivatives experience, with a deep understanding of working with Front Office Stakeholders.
- A Degree from a Top Tier University in a Quantitative/STEM Field.
This is a fantastic opportunity to work across business lines with some of London's brightest Quants and Engineers - if you're interested, please apply through this advert.
Posted Date: 20 May 2024
Reference: JS-MRQD/2005/GC
Employment Agency: Vertus Partners
Contact: George Campbell