Desirable: Background in financial services, particularly within investment banking or asset management. Experience working with time-series data and real-time data processing. Knowledge of risk metrics (VaR, Greeks, PnLattribution) and trading instruments (equities, derivatives, FX, etc.) Please apply within for further details - Matt Holmes, Harvey Nash More ❯
Data bases such as MSSQL or Postgres Experience of working in a financial institution on trading/risk or middle office desks possibly with exposure to: Value at risk PnLattribution Capable of taking responsibility for delivering significant projects, in particular Liaising with risk analysts and middle officers to understand and gather requirements Design, development, testing and More ❯
Monetisation Quant you will: Pipe every alpha stream through a clean, latency‐aware weighting engine. Build an optimiser for intraday books, factoring capacity, impact and microstructure quirks. Own live PnLattribution and feedback to researchers & traders. Hire and mentor the team that will scale this from “clever prototype” to “firm‐wide PnL driver”. Green‐field. … t it (but we should still chat... see above contact address). If you want to build the engine for alpha combination to make serious impact on already serious PnL, let’s talk. More ❯
Quantitative Developer - London - leading quant trading firm - exceptional comp & bens We are working with a leading systematic hedge fund who are seeking talented Quantitative Developers to work in the front office space alongside quant researchers, data scientists and engineers of More ❯
