Responsibilities
Research & Development
Develop and enhance proprietary pricing models for various financial instruments, with particular focus on OTC derivatives.
Conduct research to mitigate pricing inefficiencies and arbitrage opportunities
Design and implement systematic pricing models based on statistical analysis
Collaborate with researchers and developers to translate pricing models into production-ready algorithms
Stay current with academic and industry developments in pricing methodologies and quantitative finance
Trading Efficiency
Monitor real-time performance of pricing models and make necessary adjustments
Analyse price quality and suggest improvements to algorithms
Contribute to the integration of pricing models into the broader portfolio of trading strategies
Provide insights on market dynamics and pricing anomalies to the trading team
Risk Management
Develop robust approaches for calibrating and validating pricing models
Ensure proper stress testing of pricing models under various market scenarios
Work closely with the risk team to establish appropriate risk limits for pricing-based strategies
Collaboration &munication
Partner with technology teams to implement and optimize pricing algorithms
Report on strategy performance and provide insights to the Head of Quantitative Trading
Contribute to team discussions on research initiatives and strategic direction
Mentor junior quantitative researchers and analysts on pricing methodologies
Clearlymunicateplex pricing concepts to non-technical stakeholders
Qualifications
Education & Experience
Degree in Mathematics, Physics, Statistics,puter Science, Financial Engineering, or related quantitative field
2+ years of experience in quantitative trading, pricing, or related quantitative finance roles
Proven track record of developing and implementing successful pricing models or trading strategies
Experience in multiple asset classes with depth in at least one major market
Strong understanding of financial products and derivatives pricing theory
Technical Skills
Proficiency in programming languages used in quantitative finance (Python, C++, R, etc.)
Deep knowledge of statistical methods and their application to financial markets
Understanding of market microstructure and its impact on pricing
Experience with numerical methods and optimization techniques
Familiarity with high-performanceputing and handling large datasets
Personal Qualities
Exceptional analytical and problem-solving abilities
Detail-oriented with strong mathematical intuition
Intellectual curiosity and innovation mindset
Ability to work collaboratively in a team environment
Resilience and performance under pressure
Integrity and ethical conduct in all aspects of trading
How we work
We try to take a thoughtful approach to our ways of working as apany. We follow a hybrid working model with 3 days in the office -- which we think balances the need to collaborate effectively and connect with each other. When ites to how we deliver, there are 5 things we want everyone to do to drive high performance, better learning and career satisfaction:
Lead and Inspire: Drives trust, alignment, and enthusiasm Think Big: Focus on the problems that most impactmercial oues Champion the client: Understand and prioritise client's needs Deliver at pace: Push for fast, sustainable growth; Raise the bar: Take ownership, be accountable and share feedback
We believe that diversity is vital to success, it fuels creativity, drives innovation and sets us up for global success. We'remitted to building teams with a variety of perspectives and skills to help us realise our vision and strategy, that's why we encourage applications from people with diverse backgrounds and experiences to join us on this journey. Learn more about our D&I approach here.
The Perks
Your growth fuels our success! Thrive with tailored development programs, mentoring opportunities with leaders, and clear career progression. Expand your network throughmittees, sports and social clubs. Enjoy extra time off for volunteering andmunity work.
As well as having the chance to attend regular social events and join special-interest groups, you get an attractive selection of benefits working with IG:
Matched giving for your fundraising activity Flexible working hours and work-from-home opportunities Performance-related bonuses Pension, insurance and medical plans Career-focused technical and leadership trainings in-class and online, incl. unlimited access to LinkedIn Learning platform A day off on your birthday Two days' volunteering leave per year
Learn more about the Perks here!
Join us for this exciting journey. Apply now!
Number of openings
1 Job ID R_15108
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