We are looking for someone who loves to: Apply mathematical models to real-world scenarios. Solve complex and abstract mathematical problems to optimise pricing and manage risk. Analyse trading patterns to identify new market opportunities. Work with highly talented people in an exciting, multinational environment. Do great work, and inspires people around them to do the same. Get things done in a no-nonsense manner. Work without bureaucracy and hierarchy. Learn and improve, day in and day out.

To excel in this role, you must have: A university degree in Physics, Financial Engineering or Mathematics. Knowledge of exotic options pricing, volatility forecasts, high-frequency trading, and the analysis of market inefficiencies. Knowledge of probability theory, stochastic calculus, numerical methods, Monte-Carlo simulation, differential equations, econometrics, and statistical modelling. Familiarity in the application of object-oriented programming languages (C++, Perl, and Java), coupled with the ability to produce high-quality code. Familiarity in financial information sources such as Bloomberg and Reuters. Knowledge of quant programming libraries and frameworks (QuantLib, Pricing Partners, FINCAD, and Numerix), and quant pricing platforms (SuperDerivatives and FENICS) would be a plus.