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Senior Quantitative Analyst
Edftrading
London, GBR
Full-time
Senior · 5+ years experience
Hybrid
Discovered 2 weeks ago
C++Python
Free
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Role Overview
The Quantitative Solutions department is business focussed and prides itself in being subject matter experts across our core areas: business knowledge, research and development of derivatives models, analytical tools, producing highly scalable performant compute services for pricing and risk.
Key Skills for This Role
C++Python
Full Job Posting
Department Overview
The Quantitative Solutions department is business focussed and prides itself in being subject matter experts across our core areas: business knowledge, research and development of derivatives models, analytical tools, producing highly scalable performant compute services for pricing and risk.
Team Description
The Quantitative Analysis team is responsible for the research and implementation of models for derivatives pricing and market analysis. Core deliverables are a C++ library and Python services for pricing, risk calculation, and parameter estimation and calibration. The team partners with trading, structuring, and commercial teams to recommend and develop new models, and identify and implement enhancements to existing models. The team works closely with Quantitative Development and Quant Risk to ensure that models are efficiently implemented, tested, and well documented.
Core Responsibilities
- Partner with trading and structuring to gather requirements for new derivatives models
- Undertake research and development for new models and upgrades to existing models
- Backtest models to provide insights on model behaviour and suggest strategies for trading
- Calibration/estimation of model parameters, working with development teams for deployment
- Partner with Quantitative Development to develop pricing libraries and data analysis tools
- Actively engage with Quant Risk to test and document proposed enhancements to models
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