W1siziisimnvbxbpbgvkx3rozw1lx2fzc2v0cy9iyxjyaw5ndg9uifn0yxjyig5ldyavanbnl2jhbm5lci1kzwzhdwx0lmpwzyjdxq

Junior Quantitative Analyst - Financial Derivatives

Junior Quantitative Analyst - Financial Derivatives

Junior Quantitative Analyst – C++, C#, Calculus, Physics, Derivatives, Probability, Statistics

Financial Derivatives. London.

Highly Competitive

A firm specialising in Financial Derivatives is looking to hire a Junior Quantitative Analyst to work on their Quant team.

As the Junior Quantitative Analyst (Physics, Derivatives, Calculus) you will have the chance to learn directly from some experienced Investment Banking Quants who need someone who can quickly get up to speed and take on responsibility quickly. You will be working with derivatives products, models and on a range of probability/statistical based projects. Ideally you will have a good technology background, with a preference for C# but it could also be in C++, Matlab or Python.

This is a great role for someone at the start of their career who wants to gain a lot of experience very quickly and who isn’t afraid of taking on fast moving projects quickly.

The Junior Quantitative Analyst (Physics, Derivatives, Calculus) will need:

  • Exceptional Academics, either a PhD or strong MSc in Physics (preference), Mathematics, Computer Science or another Quantitative subject – Essential
  • Some background in coding in C#, C++, Python or Matlab – Essential

Please get in touch with Tom Kemp at Harrington Starr for more information.

Junior Quantitative Analyst – C++, C#, Calculus, Physics, Derivatives, Probability, Statistics