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An established industry player is seeking a Quantitative Software Developer to join their dynamic team in London. This role offers a unique opportunity to engage in impactful quantitative projects across various regions, enhancing your skills through individual coaching and diverse client interactions. You will work closely with senior quantitative analysts, contributing to model validation and delivering top-notch trading and risk software for the financial markets. If you are passionate about quantitative finance and software development, this is your chance to thrive in a competitive environment and make a significant impact in the financial industry.
CompatibL, a leading provider of custom software development services, market and credit risk solutions and model validation consultancy for the financial industry, is looking to hire a Quantitative Software Developer to join our team in London.
Joining CompatibL is a unique chance that provides the opportunity to work alongside experienced professionals on impactful, quantitative projects across North and South America, Europe, the Middle East, Africa, CIS and South Asia. With individual coaching and continuous feedback, this opportunity enables you to learn a diverse set of models and techniques across multiple client projects and advance your quant skills faster compared to working on a single project in a bank.
Don’t miss this opportunity to gain valuable experience in a highly competitive and demanding field of quant research.
You will work together with the team of senior quantitative analysts on comprehensive model validation and challenging quantitative consultancy projects.
You will help deliver best-in-class trading and risk enterprise software for the financial markets industry.
You will support and liaise directly with customers in Europe, and collaborate with business development and marketing teams to help grow CompatibL’s business in Europe.
CompatibL was founded in 2003 and delivered its first software product, a real-time PFE-based limit management system, to a top US investment bank in 2004. Today, CompatibL provides trading and risk management solutions to some of the largest financial institutions worldwide, including 4 out of 5 largest dealers, 33 central banks and some of the world’s largest asset managers in the Americas, EMEA, and APAC.
CompatibL’s quantitative research program has produced multiple innovations in models and numerical methods for counterparty credit risk, settlement risk, risk premia in the yield curve, adjoint algorithmic differentiation, and many others.
The team counts over 300 highly skilled quantitative analysts, financial engineers and developers located in the USA, Europe and Singapore.