Quantitative Trading & Research – Fixed Income – Associate
LONDON, LONDON, United Kingdom
GBP 72K-80K (estimate) Senior-level Full Time
Tasks
- Build term structure and yield curve frameworks
- Collaborate with traders on curve risk and volatility analysis
- Compute risk sensitivities and Greeks
- Deliver models to production
- Develop fixed income pricing and risk models
- Implement models in quant libraries and trading platforms
- Validate and document model results
Perks/Benefits
- N/A
Skills/Tech-stack
Adjoint Differentiation | Algorithmic differentiation | C++ | CSA Discounting | Calibration | Differential Equations | Greeks | Hedging | Interpolation | Martingale Pricing | Monte Carlo | Multi Curve | Numerical analysis | OIS discounting | Partial differential equations | Probability theory | Python | Risk attribution | Risk decomposition | Rust | Stochastic Calculus | Term structure | Yield curve
Education
Related jobs
-
Data Platform Engineer GBP 55K-75KApache Flink | Apache Kafka | Automation | BigQuery | Cloud SpannerHybrid work from homeEntry-level Full TimeStoke-on-Trent, England, United Kingdom R12h ago
-
AI Researcher - Post-Training GBP 90K-126KC# | C++ | Data Curation | Efficient Fine Tuning | Fine TuningRelocation supportSenior-level Full TimeLondon1d ago
-
Sr Software Developer / Generative AI GBP 74K-100KAPI Design | API Management | Azure | Azure API | Azure API ManagementSenior-level Full TimeGlasgow, UK1d ago
-
Automation | Azure | Dashboard Design | Data Governance | Data ModelingMid-level Full TimeLondon Bankside, United Kingdom1d ago
-
Machine Learning Researcher GBP 89K-122KGit | Language Models | Linux | Machine Learning | Neural NetworksAdditional day off for birthday | Cycle to work scheme | Employee assistance program | Enhanced family leave | Hybrid workMid-level Full TimeCambridge Office, United Kingdom2d ago
-
Fullstack Machine Learning Developer (Junie) GBP 100K-131KAgent workflows | Command Line | Command-line Interface | Cost Optimization | Language ModelsExtra time off | Gym or Sports Stipend | Language classes | Learning and development | Lunch allowanceMid-level Full TimeAmsterdam, Netherlands; Belgrade, Serbia; Berlin, Germany; … R3d ago
-
Quantitative Researcher GBP 83K-115KDeep learning | Distributed Training | Experiment design | Feature Engineering | Hyperparameter TuningSenior-level Full TimeLondon, England, United Kingdom3d ago
-
Quantitative Researcher GBP 50K-60KData Analysis | Deep learning | Feature Engineering | Machine Learning | PythonEntry-level Full TimeLondon, England, United Kingdom3d ago
-
Asynchronous programming | Database | Docker | LLM API | NoSQLFlexible schedule | Performance bonus program | Remote workMid-level FreelanceUnited Kingdom - Remote R3d ago
-
C++ | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Data pipelineMid-level Full TimeLONDON, LONDON, United Kingdom6d ago
-
Quantitative Researcher - Macro Trend GBP 72K-80KData Analysis | Financial Data | Financial Data Analysis | Mathematical Modeling | Portfolio constructionDiscounted gym membership options | Enhanced parental leave | Flexible working arrangements | Long service leave | Paid community volunteering leaveMid-level Full TimeLondon6d ago
-
Quantitative Developer - Python GBP 40K-50KData Pipelines | Machine Learning | Python | Quantitative trading | Software EngineeringWork-life balance initiativesMid-level Full TimeLondon6d ago
-
Hybrid Algorithm Lead Researcher GBP 53K-70KAnomalyDetection | C++ | DataFusion | DigitalSampling | EKFAnnualLeave | EmployeeAssistanceProgram | EmployeeDiscountShoppingSchemes | GymMembershipDiscounts | HalfDayFridaySenior-level Full TimeGreen Park, United Kingdom R6d ago
-
Hybrid Algorithm Researcher GBP 44K-61KAnomaly Detection | C++ | Data Generation | Digital Sampling | EKF28 days annual leave | Employee assistance program | Gym membership discounts | Life cover | Pension schemeMid-level Full TimeGreen Park, United Kingdom R6d ago
-
Quantitative Researcher GBP 60K-80KBacktesting | Data Pipelines | Decision Trees | Gradient boosting | Machine LearningSenior-level Full TimeLondon7d ago
-
Machine Learning Researcher GBP 50K-50KComputer Vision | Data Modeling | Deep learning | Distributed Training | Hyperparameter TuningEntry-level Full TimeLondon, England, United Kingdom7d ago
-
Machine Learning Researcher GBP 41K-50KComputer Vision | Data Modeling | Deep learning | Distributed Training | Hyperparameter TuningProfessional conferences | Teaching opportunitiesEntry-level Full TimeLondon, England, United Kingdom7d ago
-
Quantitative Researcher GBP 65K-90KDeep learning | Distributed Training | Experiment design | Feature Engineering | Hyperparameter TuningEntry-level Full TimeLondon, England, United Kingdom7d ago
-
A/B | A/B Testing | AWS | B testing | BacktestingMid-level Full TimeLONDON, LONDON, United Kingdom8d ago
-
Ad Targeting | Android | C++ | Control Theory | Data StorageSenior-level Full TimeLondon, UK8d ago
-
Quantitative Developer / Researcher - Treasury GBP 72K-90KCash Modeling | Equities | Fixed Income | Python | Quantitative AnalysisMid-level Full TimeLondon, United Kingdom8d ago
-
Data Scientists GBP 64K-64KArtificial Intelligence | C# | C++ | CUDA | CUDA programmingAnnual leave | Family-friendly leave | Flexible working | Onsite work optionsEntry-level Full TimeCulham, England, United Kingdom9d ago
-
Core Quantitative Strategic Analytics Developer GBP 72K-85KAutomated testing | Build Automation | C++ | CI/CD | LinuxBike4Work scheme | Flexible benefits | Gym benefits | Hybrid working | Life assuranceSenior-level Full TimeLondon, 21 Moorfields, United Kingdom R9d ago
-
Backtesting | C++ | Data Processing | Deep learning | Distributed ComputingMid-level Full TimeLondon, United Kingdom9d ago
-
Quantitative Valuations Specialist GBP 57K-68KCode review | Data Analysis | Documentation | Language Models | Large Language ModelsHealthcare | Paid volunteering days | Retirement planning | Wellbeing initiativesMid-level Full TimeGBR-London-10 Paternoster Square, United Kingdom9d ago