Role Title: Quant Researcher
Department: Front Office Technology
**Office location: **London
Overview of the team/department:
The Quant Research team is responsible for maintaining and enhancing the quant analytics libraries. These underpin the pricing, risk management and analysis tools used at the company.
The team sits within the Front office technology group which also contains Desk RAD developers, Risk and Data Technology teams.
The primary focus of this role is to work with the trading desks and risk management to meet any of their pricing, risk and market analysis requirements. These include traditional front office quantitative tasks such as researching, implementing and documenting derivative pricing models as well as creating and enhancing existing pricers, time series analysis tools, and trading spreadsheets. Another secondary feature of this role will be to devise and implement risk and scenario methodologies for the risk management team.
The role will require a good understanding of derivatives pricing and risk management models across rates, FX and commodities, so strong but practical mathematical skills are essential. It is an implementing role, with the core analytics libraries being written in C# and C++, hence good programming skills are required. The successful candidate will be able to implement clean robust solutions in these core libraries and work collaboratively as part of a larger group wide development team.
A pragmatic approach has to be taken at all times, key factors are; time to market, is it fit for purpose, code reusability. The traders prefer Excel and python front ends, hence there is a lean to this technology, but these front ends are generally underpinned by SQL server and C# and C++ quant library add- ins.
This is an excellent opportunity for a delivery focused individual with a solid quantitative analysis background to work directly with both trading and risk management teams.
The business trades all asset classes but is rates focused, with a growing commodities business. As such this role offers a unique opportunity to expand exposure to all asset classes and learn from some of the best traders in the world.
BlueCrest is committed to providing an inclusive environment for its workforce. As an employer, we provide equal opportunities to all people regardless of their gender, marital or civil partnership status, race, religion or ethnicity, disability, age, sexual orientation or nationality.