Quantitative Associate at TradingHub

Job Description:

About the 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 will include:

• 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 a huge plus (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

Company Benefits

Why should you apply?

• Ambition: Extremely fast-growing company with an uncapped potential, offering every colleague a broad range of experience and plenty of opportunities for internal movement, as well as rapid career progression. Vibrant company culture full of uniquely talented and friendly colleagues with regular social perks to build camaraderie.
• Flexibility: Flexible working policy (up to 3 days a week remote); 25 days holiday + bank holidays, informal dress code and excellent work/life balance. Generous maternity/parental leave policies.
• Reward: Highly competitive compensation plus annual discretionary bonus and discretionary EMI scheme (company share option scheme).
• Support: Annual personal training budget, private healthcare, company pension plan, death in service coverage, cycle to work scheme & tech scheme.

Interview Process

• HR phone screen (20 mins)
• Technical Test (in a language of your choice)
• Call with the Team Lead for this role (45 mins)