Quantitative Researcher

Position code:


About the company:

We are one of the leading global hedge funds, managing over $40B, with more than 2,800 employees and offices worldwide. Founded in 1989, we employ a global multi-strategy investment approach, opportunistically engaging in a broad array of trading and investing strategies, producing consistent performance for our investors for over 30 years. We are strongly committed to leveraging innovations in technology and data science to solve complex and challenging problems, putting us at the cutting edge in our field.


Type of institution:

Investment House



Category of position:


About the role:

We are assembling a strong Quant Technology team to build our next generation of in-house analytics and trader support tools. This team will develop and maintain the in-house models and pricing libraries to support trading in Fixed Income, Commodities, Credit and FX derivatives, leveraging state-of-the-art mathematical modelling and financial engineering methods to provide our traders with the best analytics and support tools in the business.

Candidate will need to have strong mathematical education (probabilities, statistics, calculous, etc) to understand, implement and develop state-of-the-art pricing models.

We generously reward hard work and outstanding performance, offering a unique opportunity for personal growth and building one’s career path in the lucrative and exciting world of global finance.

This is a singular opportunity to join one of the top hedge funds in the world and enter the fast-growing world of FinTech, learning from the best in the field how it is done at the highest levels. No prior experience in finance is required. We offer a dynamic environment and a culture that nurtures learning and growth, with excellent international opportunities.

• Develop fixed-income pricing and risk analytics for our in-house pricing library
• Develop pre-trade analysis tools for Portfolio Managers
• Help maintain and enhance our C++ financial analytics library and derivative pricing and risk framework

Required Experience:

Mandatory Requirements:
• 1 - 2 years of C++ work experience
• Strong analytical and mathematical skills
• Strong problem solving capabilities
• B.A. with a strong quantitative training such as Math, Physics, Computer Science or Electrical Engineering with high grades
• Very strong English written and verbal skills. It is essential the candidate can clearly and fluently communicate in English
• Solid communication skills.
• Able to work independently in a fast-paced environment.
• Detail oriented, organized, demonstrating thoroughness and strong ownership of work
• Experience working in a production environment.

Additional valuable skills (nice to have):
• Experience with financial mathematics and derivative pricing.
• Experience in the financial industry
• Experience with Python
• An M.A. or PhD degree

Preferred Start date:


Start date: