Quant Developer, Portfolio Management System

Talos; London; On-site; GBP 50,000 - 100,000; Full time

Job summary

Join a forward-thinking company at the forefront of digital asset markets as a Quant Developer. This role presents an exciting opportunity to innovate and tackle complex technical challenges within a dynamic team. You will be instrumental in developing sophisticated quantitative models for risk management and asset valuation, collaborating closely with data engineers to enhance our portfolio management system. With a hybrid work environment and a culture that values ambition and collaboration, this position is perfect for a technical leader eager to make a significant impact in the evolving world of digital assets. If you thrive in a fast-paced setting and are passionate about shaping the future of finance, this is the opportunity for you.

Benefits

Monthly wellness credit

Paid lunches

Monthly fitness events

Evening socials

Annual offsite events

Qualifications

• Experience in developing analytical code in Python for production systems.
• Knowledge of digital assets and their markets, both spot & derivatives.

Responsibilities

• Building quantitative models for risk management and asset valuation.
• Collaborating with teams to integrate quantitative functions into services.

Skills

Python

Relational Databases

Time-Series Databases

Financial Modeling

Data Engineering Frameworks

Risk and Optimization Tools

Education

BS in Computer Science

Financial Engineering Degree

Tools

Airflow

Luigi

Dagster

Aladdin

RiskMetrics

Barra

Axioma

Job description

Talos: Institutional Fabric for Digital Asset Markets

Founded in 2018, Talos provides institutional-grade trading technology for global digital asset market participants, powering many of the major players in the digital asset ecosystem.

We are a tight-knit but decentralized team of highly-experienced engineers and businesspeople. We have a hybrid work environment with physical hubs in New York, Singapore, London and Cyprus.

Quant Developer, Portfolio Management System

The Talos PMS is a new, flagship product for Talos. This role is a chance to reimagine risk systems for a digital assets world. For the right candidate, this offers complex technical challenges and chances to innovate in a fast-growing and impactful area.

Must have:

• BS or above in computer science or related engineering field.
• Experience developing sophisticated analytical code in Python for production systems.
• Proven ability to collaborate and solve problems in fast-moving teams as a hands-on, senior independent contributor.
• Experience with one or more relational and time-series databases.
• Knowledge of basic financial modeling in at least one asset class, ideally for derivatives.

Nice to have:

• Financial engineering or related finance-related degree.
• Experience with equity or fixed income derivatives volatility models for risk and trading systems.
• Experience with data engineering frameworks like Airflow, Luigi or Dagster.
• Experience developing financial model libraries in Python, Java, or C++.
• Experience with risk and optimization tools such as Aladdin, RiskMetrics, Barra, Axioma - as a model developer, not just a user.
• Knowledge of digital assets and their markets, both spot & derivatives products.

Responsibilities:

• Building quantitative models for risk management, asset valuation, derivatives pricing, and simulations.
• Collaborating with data engineers and infrastructure team to incorporate quantitative functions into data pipelines and services.
• Automating number & regression testing and backtests to ensure top-quality analytics.
• Documenting analytical models and APIs for client consumption.

Reasons you should apply:

• You're a technical leader who thrives on complex challenges and can translate between business and technology.
• You have deep capital markets technology experience, specifically around PMS systems.
• You're comfortable with ambiguity and excited about shaping emerging technology.

Reasons you shouldn't apply:

• You prefer following strict playbooks or working solo.
• You need rigid structure or standard working hours.
• You lack capital markets systems or markets knowledge.

Benefits

You will also enjoy a comprehensive array of competitive benefits, regardless of your location, within our warm, welcoming, and ambitious company culture. Our offerings include a monthly wellness credit for personal use, such as gym memberships, massages, or even a ski pass for your next holiday. Additionally, we provide paid lunches in the office, monthly fitness and evening socials to foster connections with colleagues, and annual offsite events to engage with the wider team.

Get In Touch!

Sounds compelling? We’d love to hear from you. Contact us directly.

Talos is proud to be an Equal Opportunity employer. We do not discriminate based upon race, religion, color, national origin, sex (including pregnancy, childbirth, or related medical conditions), sexual orientation, gender, gender identity, gender expression, transgender status, sexual stereotypes, age, status as a protected veteran, status as an individual with a disability, or other applicable legally protected characteristics. Talos is committed to providing reasonable accommodations for candidates with disabilities in our recruiting process. If you need any assistance or accommodations due to a disability, please let us know at [e-mail].