Quantitative analyst/developer

Quantifi is a leading provider of integrated risk, analytics and trading solutions for the global financial markets. Our clients include some of the largest global financial institutions including 5 of the 6 largest banks, 2 of the 3 largest asset managers, leading hedge funds, pension funds, insurers, brokers, clearing members and corporates. Our unique culture is defined by the ample opportunities available for personal growth. Team members are encouraged to learn, develop, discover and realise ambitions that will shape their professional lives. Come to Quantifi and help us create the next generation of financial technology.

Quantifi has offices in London, New York, New Jersey, Paris, Frankfurt and Sydney.

Job description

Our ideal candidate is someone with a strong desire to learn and explore different aspects of financial research. We are seeking a talented quantitative analyst who enjoys being on the leading edge of derivatives modeling and computational finance. Quantifi has developed a culture of excellence and this is the opportunity to work with and learn from senior experienced financial and technology professionals in a collaborative, entrepreneurial, and fast-paced environment. This role is ideally suited for a recent PhD looking to move into the world of Quantitative Finance.

Our senior team includes individuals with years of experience in top-tier financial service firms including Citigroup, Goldman Sachs, JP Morgan and Bear Stearns. Our researchers actively write and publish papers and speak at industry events. The role comprises heavy research and development to keep pace with our diverse client base made up of the most sophisticated market participants. We offer exposure to every aspect of capital markets technology and research - are you ready to help shape the financial technology landscape? 

Responsibilities:

  • Designing, implementing and supporting new and existing financial analytical models including derivative pricing and XVA
  • Working closely with other Quantifi teams including Development, Product Management and Client Services
  • Communicating with Traders, portfolio managers and other clients to assist with their use of Quantifi’s models
  • Collaborate on research papers

Skills and Requirements:

  • Advanced degree in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering
  • Strong programming skills in C++ or similar object-oriented language essential
  • Ability to work in a collaborative team environment
  • Strong communication skills - oral, written and presentation

Quantifi

Summary

Posted: 27 November 2019

Location:  Sydney, NSW