Quantitative Analyst - Equity Derivatives - Hedge Fund FinTech

Tempest Vane Partners; Greater London; Hybrid; GBP 70,000 - 110,000; Full time

Benefits offered by this job

Discretionary bonus

Pension contribution

Healthcare

Life insurance

26 days holiday

Hybrid working

Job summary

Tempest Vane Partners is seeking a Quantitative Analyst to join the Global Quantitative Analytics & Development team. The role focuses on Equity Derivatives and requires strong C++ or Python development to build and enhance analytics and trading tools.

You will support live production environments and collaborate with clients across asset classes, contributing to models and analytics for pre-trade pricing, risk management, and PnL monitoring. Hybrid working is offered, with offices in London.

Qualifications

• Minimum 2 years experience as a Quant Analyst.
• Knowledge of Equity Derivatives (Vanillas, Barriers, Vol/Var Swaps, etc.).
• Derivatives expertise is a plus.
• Strong C++ or Python development is essential.
• Experience supporting live production environments.

Responsibilities

• Contribute to development and enhancement of models/analytics in core Quant Analytics library (C++).
• Develop and enhance trading tools used by clients (Python).
• Provide ongoing client support across asset classes and maintain BAU systems.

Skills

Quant Analyst

Equity Derivatives

C++ development

Python development

Production support

Job description

My client is a market leading FinTech business that spun-out of one of the largest and most successful hedge funds in the world. Their offering is a suite of quantitative, technology and investment management infrastructure services that they provide to the world's leading hedge funds and asset managers. They have offices in London, Stamford and Hong Kong.

Their USP is a cutting edge, cloud hosted portfolio management system that is fed by pricing models developed by the quant team, and provides pre-trade analytics for pricing and risk management, as well as ongoing live risk & PnL management across a wide range of derivative asset classes.

They are looking for a Quantitative Analyst with a knowledge of Equity Derivatives Products to join their Global Quantitative Analytics & Development.

What You'll Get

• An opportunity to be part of one of the most exciting buy-side FinTech businesses in the world with a clear goal to become the first choice trading technology provider with asset managers and financial institutions alike, across the derivatives markets.
• There is a high talent density and as such you will be working with top performers from across the industry with exceptional mentoring and opportunities to learn and develop your skills.
• They pay market leading compensation, including an annual discretionary bonus, with ongoing opportunities for financial advancement.
• Furthermore, they offer benefits including pension contribution, healthcare, life insurance, 26 days holiday and hybrid working.

What You'll Do

• The successful candidate will join the Quantitative Analytics & Development team and is expected to contribute to the development and enhancement of new and existing models and analytics in the core Quant Analytics library (written in C++).
• Furthermore, the individual is expected to develop new and enhance existing trading tools that are used by their clients (written in Python).
• At the same time, the successful candidate is expected to provide ongoing support to clients across all asset classes (especially Equities, but also Rates, FX, and Commodities), and maintenance of existing BAU systems and processes.

What You'll Need

• Minimum of 2 year's experience working as a Quantitative Analyst.
• Knowledge of Equity Derivatives Products; including some of the following: Vanillas, Barriers, Vol/Var Swaps, Multi-asset and Hybrids.
• Any other Derivatives instrument expertise would be highly beneficial.
• Strong C++ OR Python development ability is essential.
• Experience supporting a live production environment and models.