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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent, full-time |
Junior Quant/Quant Developer (PhD level) Responsibilities: This role is primarily focused on conventional option pricing with the analytics library (though it may, in time, evolve to contribute to other areas of the teams activities). This is not a core modelling role. This role will mainly be focused on: Using existing frameworks to model new products via both PDE and Monte Carlo techniques; Testing, documentation and ongoing monitoring, including development to automate these tasks; Acceleration of existing valuations by programming FPGAs in OpenCL. The role will involve a mixture of C++ and Python. The analytics library is mainly written in C++ and so the ability to use (or learn) C++ is definitely necessary. However this role will probably involve more use of Python, which is the language they use to script and test, to perform many analyses including ongoing monitoring, and so on. LaTeX will also be used for document preparation. Requirements: Associate-level hire, with or without previous experience but with lots of potential. A Masters or PhD in a relevant subject is preferred (interested in STEM broadly, it doesnt necessarily need to be specialised in Mathematical Finance). C++ and Python but you dont need to be an expert in both languages, just to have enough coding knowledge.