Our client is a London based investment adviser launched in January 2018, however, the entire team was working within another fund for the last 7-10 years. The company focuses on fixed income, market neutral, relative value trading. Right now the company is setting up their new office in Helsinki and is looking for a Quant Analyst with strong Python programming skills to join the Quant team focusing on the development of quantitative market models and technology initiatives. It is a rare chance to combine market knowledge and quantitative techniques with cutting edge technology. You will work closely with the PMs/traders as well as other key staff members.

You are expected to share in a balanced mixture of responsibilities including model research & development, pricing & risk investigation, and application development. To develop and implement quantitative models and infrastructure for Linear Rates Derivatives business:

•             Rapid prototyping of models and products;

•             Work with traders to assess model behavior, identify major sources of risk in portfolios, carry out a scenario and benchmarking analysis;

•             Develop new technology to support Linear Rates trading and risk management.

NOTE: The company is willing to consider candidates only from Finland.

Requirements

Must-have skills:

• 2+ years of experience in financial mathematics with an emphasis on linear rates models & products

• Experience with interest rate markets

• Relevant education in financial mathematics or similar

• Excellent Python programming skills

• Fluency in English, verbal and written.

Nice-to-have skills:

• Strong background in other standard programming languages like C# etc.