Quantitative Analyst
Quantitative Analyst
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1 Vacancy
Job Description
About the job
TS Imagine a global leader in trading and risk management SaaS-based software is seeking a Quantitative Analyst with Python development skills to join our growing Models and Quantitative Data team in our London office!
As a Quantitative Analyst you will have a broad scope of responsibility that includes the design development and test of models or processes to value positions and construct quantitative data (curves volatility cubes correlation matrices etc.) or calculate market risk (VaR greeks etc.) in real-time across all asset classes. Our risk system is used by some of the largest most prestigious financial institutions around the world ranging from global investment banks to multi-strategy hedge funds.
Who will love this job
- A scientist you are comfortable with numerical methods linear algebra partial differential equations probability and statistics
- An engineer who has a passion for computer science system performance clean code and architecture with an owner mentality
- A doer who is enthusiastic about new challenges accepts a broad spectrum of responsibilities and works hard to produce a high-quality result
- A learner who is not afraid of being outside the comfort zone and is ready to dive into some of the most complicated problems in finance
- A teacher who shares approaches and ideas and can bring his or her own expertise and point of view to the company
- An excellent teammate who has a combination of technical and personal qualities to thrive in a cutting-edge software development environment
What youll do
- Design and development of processes used for pricing positions and calculating market risk metrices for all asset classes (equity credit FX fixed income commodities crypto and their derivatives)
- Write modern clean reusable well tested source code in Python that scales and performs well across large distributed systems
- Leverage SQL and Snowflake to analyze the model inputs or construct model inputs
What you should have
- M.S. in mathematics physical sciences or engineering preferred
- Excellent quantitative and programming skills with 2-3 years experience in large-scale Python development and program design as well as data intensive products
- Experience with other programming languages (Java Script Perl C) is an advantage
- Understanding of financial derivatives and market conventions is a must
- Experience working on yield curves (OIS Libor Cross-currency etc.) inflation curve volatility surfaces interest rate volatility cubes (eventually live/intraday) as well as the data to build them is highly desirable
- Knowledge in risk management tools such as VaR Monte Carlo scenario analysis and P&L is preferred
Why TS Imagine / Benefits
- Please note: This role requires applicants to be based in London as it is anin-officeposition.Remote work is not possible.
- Vacation and Personal days
- Annual bonus and salary review
- Training Budget $1500
- Health dental life assurance and eye care vouchers
- Salary sacrifice pension scheme
- About TS Imagine
Created out of the combination of two best-in-class SaaS platforms TradingScreen and Imagine Software TS Imagine delivers integrated trading portfolio and real-time risk solutions for capital markets. The platform is uniquely positioned to streamline complex and time-consuming workflows across front middle and back office functions. TS Imagine has close to 400 employees in 10 offices worldwide serving approximately 500 global buy-side and sell-side institutions across North and South America EMEA and Asia Pacific including hedge funds traditional asset managers pension funds mutual funds and financial institutions.
We challenge our employees every day to think creatively and innovate across silos and across platforms.
Join us!
Required Experience:
IC
Employment Type
Full-Time
