QUANTITATIVE ASSOCIATE

Summary of role

The key remit of this individual would be working with the pricing team to create the financial pricing libraries, calculators as well as risk/pricing-related algorithms to be utilised across TradingHub’s platform. You would be part of a tight-knit team who plays a critical role in allowing us to ingest millions of trades and transform them into vectors of risk that can be processed by our cutting-edge machine learning models. This process is central to all our products as it allows us to consider our clients’ positions as a basket of risk exposures rather than independent trades. For example, a trade in a convertible bond could be used by a rogue trader to abuse the equity market or the rates market.

Responsibilities
  • Development of financial pricing libraries, calculators as well as risk/pricing-related algorithms to be utilised across TradingHub’s platform
  • Research and development of models of markets and securities across multiple asset classes
  • Use of in-house big data language for the large-scale pricing and analysis of security and risk data
Requirements
  • Solid understanding of derivatives (e.g. swaps, options, futures): must be able to translate a stream of cash flows into risk
  • Proficiency with C#, C++, Python or any OOP
  • Knowledge of SQL is a bonus
  • Detail-oriented
  • Team player
  • Resourceful

If this is of interest to you please send a covering letter and a cv to careers@tradinghub.com TradingHub is committed to providing equal opportunities and supporting diversity in employment. Diverse teams are the best teams.

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