Junior Quant – Cross Asset Risk & Pricing
at Fourier
Posted 18 hours ago
No clicks
- Compensation
- Not specified
- City
- London
- Country
- United Kingdom
Currency: Not specified
Join a cross-asset quantitative team supporting global trading across exchanges by developing and maintaining pricing, risk and analytics systems. You will build services for quoting and analytics, efficient pricing and risk models, and scalable software infrastructure. This is a junior role with mentorship from senior traders and quants, suitable for candidates with a quantitative/technical academic background and strong coding skills. The work covers volatility modelling and pricing across FX, rates, credit and equities.
Junior Quant – Cross Asset Risk & Pricing
London
Required skills
Quant analytics, trading, financial mathematics, financial modelling, pricing, risk, derivatives, front
office, library development, model development, volatility modelling, fx, rates, credit, derivatives,
equities.
The team is responsible for supporting the buying and selling of financial products on exchanges allover the world.
This involves developing, supporting and maintaining a wide range of advanced quantitative models, real-time risk platforms, data analytics applications and automated calibration/quoting models.
You will join as a junior member of the team you will be mentored and supported by senior team members from diverse trading and quantitative backgrounds. You will be building services for quoting and analytics, developing efficient pricing and risk models and building scalable software and systems.
Key Skills:
– Quantitative or technical academic background
– Advanced coding skills (OO or Functional)
– Understanding of financial mathematics
– Knowledge of financial markets / basic financial modelling
