Our client is a leading global securities finance platform provider that services institutional clients such as Insurance Companies, Asset Managers, Pension Funds and Investment Banks. Currently, looking to hire an experience Quantitative person who has built up good experience in Optimisation and comes from a top tier investment bank.

Key requirements for this role are;

Solid Quants experience with a core focus in Optimisation

Maths / Physics educational background

Good Repos / Stock-lending knowledge/exposure

XTA experience

Coding experience; C++, Python

Good team fit

Please only apply if you have relevant experience and note we will only call those candidates we consider suitable.