Company:
Saragossa
Location: London
Closing Date: 04/11/2024
Hours: Full Time
Type: Permanent
Job Requirements / Description
Take the lead of a highly skilled team of Senior Quantitative Developers and Quant Researchers, driving the development of our cross-asset analytics library, risk and pricing applications, and market data technology solutions. In this role, you’ll lead a centralized group at one of the top-performing global funds, collaborating closely with trading desks. Your team will develop core libraries essential for firm-wide structuring and risk management, while also handling real-time curve and volatility calibration. We’re looking for a leader with a deep understanding of quant library architecture, curve building, and volatility pricing models, rather than purely technical expertise. This is still a hands on role Strong proficiency in C++ and C# is essential. All while having comprehensive mulit-asset knowledge with a focus on rates. This is an exceptional opportunity to lead a senior team and work directly with traders at a global buy-side investment firm. Want to step into a leadership role at one of the UK's most successful investment firms? Reach out no up-to-date CV required.
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Saragossa