Cross Assett Quant Modeller

Overview

In this role you will develop and enhance quantitative models in a C++ core library and build trading tools in Python, supporting a client-facing cross-asset platform. You will collaborate with technical portfolio managers to deliver valuation, risk, scenario and P&L analytics across rates and other asset classes. The position blends deep quant work with client support, aiming to advance the firm’s cutting-edge analytics for real-time pricing and trading decisions.

Responsibilities

• Contribute to development and enhancement of the core Quant Analytics library (C++)
• Develop and improve trading tools used by clients (Python)
• Provide ongoing client support across asset classes (Rates, FX, Equities, Credit, Commodities)
• Maintain BAU systems and processes
• Collaborate with technical portfolio managers in a market-focused quant group
• Work on valuation, risk, scenario and VaR calculations for a wide range of derivatives and fixed income products
• Support the web-based Portfolio Management System providing real-time pricing, risk and P&L

Key requirements

• experience with rates models and analytics
• proficiency in C++
• proficiency in Python
• client-facing support experience
• cross-asset analytics familiarity

• client-facing communication
• team collaboration
• problem-solving orientation
• C++
• Python
• derivatives analytics

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