Quant Role - Equity Derivatives Strategy Team

Overview:

This vacancy is for a research support role within the Equity Derivatives Strategy team. It will suit a candidate with excellent programming skills who is looking for an opportunity to move into a quantitatively-focused markets research role. The candidate will have significant coding experience and will initially be expected to put these skills to use implementing and maintaining the group's bespoke analytics suite. A first project will be to help re-implement existing Excel/VBA tools into a more sophisticated computational environment.

The candidate must be comfortable working in a fast-paced environment, and should place high value upon producing clean, efficient and well-documented code.

Over time the candidate will become increasingly involved in the group's research and general analytics output. Amongst other things, this will involve: managing client request flow, conducting strategy backtests, producing content for publications, and generating trade ideas for internal and external clients.

Essential attributes:

- A genuine interest in financial markets.

- In-depth knowledge of at least one of Python, Matlab, R.

- High degree of working proficiency in Excel and VBA.

- Comfort working with large data sets.

- Strong communication skills, including fluent spoken and written English.

Desirable attributes:

- SQL databases.

- pandas, numpy and scipy.

- Subversion / Git.

- Object-oriented design.

- Unit-testing.

- Compiled languages (C, C++, Java).

- KDB, NOSQL.

- Distributed and parallel computing.

- Object oriented programming