Front Office Quantitative Developer

12 month contract - Inside IR35 - Investment Banking

The Global Markets Quantitative Research division is in charge of the modelling, pricing & risk management developments for the entire offering of products within the Global Markets activity.The team operates globally with representatives in London, Paris, Asia, and New York and plays a critical role in providing innovative solutions.Inside GMQR, Histo team works on a wide range of applications, from booking systems, real time price computation to market data storage and high performance transfer, and a wide range of tasks from algorithm design and refinement, user experience to hardware selection and network performance analysis.One of our missions is also to provide quant support services for the Delta One trading desks, that's why we are currently looking for an IT Quant consultant.The ideal candidate will possess strong technical skills, problem-solving abilities, and effective teamwork.Key responsibilities:- Strengthen and enhance reliability of solutions dedicated to ETF market making activity- Build scalable systems for large-scale data analysis and experimentation- Evaluate and implement third-party tools and data sources- Ensure that Risks and P&L are properly assessed and computed- Contribute to research discussions and improve methodologies

Key Skills:

-Mathematics/computer science background

-SQL, Linux, Python

-Quantitative background

Carbon60, Lorien & SRG - The Impellam Group STEM Portfolio are acting as an Employment Business in relation to this vacancy.