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Quant Developer

Salary undisclosed

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Background

We seek mid-to-senior level finance and risk management professionals to

support business growth in areas including: regulatory compliance, market and credit risk, derivative pricing and margining, XVA and front office change for our investment banking, hedge fund, asset management and insurance clients. The company is a demanding and rewarding environment and ultimately a great place to

work. Working for a smaller company means that staff can gain a wide variety of

experience and there are no artificial restrictions to the speed of career progression.

Job Description

The role is as quantitative developer able to independently analyse, understand and implement derivative and risk management models for one or more asset classes

(equity, FX, rates, credit).

The successful candidates will be interested in working within an innovative and entrepreneurial environment, where they will be expected to be involved in all aspects of the company from pre-sales to lead project roles. In these roles, they will work with our clients to create solutions by making use of the company's expertise in finance, financial engineering and technology, support project teams with their expertise and manage other consultants. They will also have the opportunity to contribute their knowledge and experience in our sales-informed internal research activities, where we are working with academia and other technology vendors.

Skills and Qualities

 A master degree in a numerate subject such as Mathematics, Financial Mathematics, Physics, Engineering

 Understanding of numerical methods and basic asset pricing  Experience in coding, preferably C#, experience in C++, Java, R, Python and Matlab are all a plus.

 Excellent verbal and written communication skills.

We highly value candidates who are able to bring hybrid skills and apply these in a consultancy environment.

Experience or knowledge in any of the below is therefore viewed very positively:

 Market risk, including VaR, Backtesting, Stress testing and Expected Shortfall.  Model validation (market credit, pricing or liquidity).

 Trading book credit risk management, calculation methodology, PFE and XVA,

Liquidity risk management, regulatory reporting, margining and collateral for

bilateral and cleared derivatives.

 Bespoke or vendor trading / risk systems validation, development or

management.

 Production- software implementation

 Prior experience in investment banking, trading or asset management

environment

 Financial regulations, such as: Basel, Dodd-Frank, MiFID and FRTB.

Candidates Would Also Be Expected To

 Be client-facing with the ability to form and present clear and concise

Arguments, Show Excellent Communication Skills And Produce Professional

quality business documentation.

 Develop pre-sales and team leadership skills over time, with the aim of

progressing towards an SME or project management position.

 Be self-motivated and actively seek opportunities to grow and apply

knowledge both individually and across the company.

Experience

Prior investment banking experience preferred but not essential.

Experience in project management and/or production software implementation

would be an advantage.

Careers and Culture

We look to remunerate according to productivity and experience. Remuneration

includes base salary, bonuses and benefits.

Remuneration is not the only important area where the company can contribute to

the welfare of the individual. Skills usage and development is equally important for all: we strive to get the right balance when assigning our people to projects to make use of existing skills and provide exposure to new ones. In addition, we sponsor a range of industry-recognised training programmes to build up expertise in technology, finance and management.

Once somebody has become established within the company, we look at the work they are doing and the parts they enjoy such as coaching, application of technology and client relationships. Once we have a better understanding of the individual’s life interests, we look at how this can be incorporated within the company to ensure a long and enjoyable career with us.

The company became part of the BIP Group in 2022. BIP has 5,500 consultants delivering innovative projects globally and is backed by CVC Capital Partners.
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