Structured Products Quant

Overview

In this role you will contribute to building a fee aggregator for structured products and refactor fixed income data within a leading fintech-focused quant team. You will work on a pioneering big data platform that serves financial markets, collaborating with cross-functional colleagues to deliver scalable data and analytics capabilities. The role combines hands-on quantitative analysis with data engineering tasks to enable faster, more accurate product insights. This position offers impact across product and data layers in a hybrid London setup.

Responsibilities

• Build a fee aggregator for structured products
• Refactor fixed income data architecture
• Collaborate with cross-functional teams to integrate data and models
• Work with ISIN handling for structured products and options contexts

Key requirements

• MSc or PhD in STEM subject
• 6 years in quantitative analysis
• Refactoring experience
• Chaos Functions
• Understanding of ISIN for Structured Products
• Knowledge of Options
• Highly motivated

• Refactoring
• Chaos Functions
• ISIN for Structured Products
• Knowledge of Options

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