Quantitative Analyst: Convertible Bonds & Product Innovation

Medium; London (OH); Hybrid; USD 120,000 - 180,000; Full time

Benefits offered by this job

Hybrid working structure

Top of the market remuneration

25 days holiday pro-rata

Personal development support

Sponsorship to enhance skills

Job summary

Leversys is building leading technology for convertible bonds trading, data, and services. You will join a small, flat-structured team with onboarding across markets, products, and processes, collaborating with the founder and senior staff to translate ideas into features.

Ideal candidates have strong quantitative education, programming skills in C++/Python, and a clear interest in finance and technology. Hybrid work is offered, with top remuneration and professional development support.

Qualifications

• Master’s degree or higher in Mathematics, Physics, Engineering, or Quantitative Finance from a leading institution.
• Strong quantitative education or programming skills is highly valued.
• Experience with derivatives pricing models and stochastic processes is beneficial.

Responsibilities

• Be part of a product development team responsible for idea generation, specifications, UI design, manual and automated QA, and delivery.
• Work closely with the quantitative development team on developing, testing, and supporting valuation models for convertible bonds and other asset classes.
• Within two to three months, complete onboarding covering convertible bonds, financial markets, internal processes, products, services, and how we support our clients.
• Develop a strong understanding of convertible bonds, including structures, prospectus language, valuation models, and how different features affect theoretical pricing.
• After onboarding, receive targeted training in the processes, tools, and techniques used across product and quantitative development.
• Once you complete your training, work directly with the founder and senior team members to turn internal ideas and client requests into delivered features and products.
• As your career develops at Leversys, broaden your knowledge across additional asset classes and front-to-back functions.
• This role will help you become an expert in financial instruments, capital markets front-to-back requirements and functions, and the technology and quantitative development process from concept to delivery.
• You can continue developing your career within product development, while this role may also provide a pathway to working exclusively within the quant development team for those with strong quantitative education and programming skills.

Skills

C++

Python

Derivatives pricing models

Education

Master's degree or higher in Mathematics, Physics, Engineering, or Quantitative Finance

Job description

Leversys is building leading technology for convertible bonds trading, data, and services. You will join a small, flat-structured team with onboarding across markets, products, and processes, collaborating with the founder and senior staff to translate ideas into features.

Ideal candidates have strong quantitative education, programming skills in C++/Python, and a clear interest in finance and technology. Hybrid work is offered, with top remuneration and professional development support.