This vacancy is for a research support role within the Equity Derivatives Strategy team. It will suit a candidate with excellent programming skills who is looking for an opportunity to move into a quantitatively-focused markets research role. The candidate will have significant coding experience and will initially be expected to put these skills to use implementing and maintaining the group's bespoke analytics suite. A first project will be to help re-implement existing Excel/VBA tools into a more sophisticated computational environment.
The candidate must be comfortable working in a fast-paced environment, and should place high value upon producing clean, efficient and well-documented code.
Over time the candidate will become increasingly involved in the group's research and general analytics output. Amongst other things, this will involve: managing client request flow, conducting strategy backtests, producing content for publications, and generating trade ideas for internal and external clients.
A genuine interest in financial markets.
In-depth knowledge of at least one of Python, Matlab, R.
High degree of working proficiency in Excel and VBA.
Comfort working with large data sets.
Strong communication skills, including fluent spoken and written English.
pandas, numpy and scipy.
Subversion / Git.
Compiled languages (C, C++, Java).
Distributed and parallel computing.
Object oriented programming