Quant Researcher

Department Overview

The Quant Research team is a centralized unit dedicated to maintaining and improving core systems within BlueCrest Capital Management. They manage curve building across various areas including rates, foreign exchange, inflation, bonds, and commodities. The team is also responsible for rates volatility calibration frameworks and upkeep of quantitative analytics libraries and time series data.

Operating within the Front Office Technology division, the Quant Research group works closely with trading desks and other departments such as RAD, Risk Development, and market risk managers.

Role Summary

This role primarily involves collaborating with trading desks and risk management teams to address pricing, risk assessment, and market analysis requirements. It demands robust mathematical expertise and programming capabilities, especially in C# and C++, as the core analytics libraries are developed in these languages.

The successful candidate should deliver clean, reliable solutions, operate effectively as part of a wider development and desk-oriented team, and prioritize pragmatic aspects such as timely delivery, suitability of solutions, and code reusability.

This position offers a great chance for a delivery-driven individual with a strong quantitative research background and software development skills to interact directly with traders in an environment free from bureaucracy.

While the business engages in multiple asset classes, the primary focus is on rates. Candidates must have linear rates pricing knowledge, but will also have opportunities to broaden their exposure across all asset classes and learn from leading traders globally.

The role requires ownership from requirements gathering to delivery while maintaining close communication with end users throughout the development lifecycle.

Experience and Skills Required

• Experience in a front office trading setting
• Expertise in linear and volatility rates products
• Proficient software development skills in C# and C++
• Strong interpersonal and communication skills

Preferred Qualifications

• Knowledge of foreign exchange, credit, commodities, and equity derivatives
• Familiarity with Bloomberg terminals
• Experience with Python and SQL Server

Equal Opportunity Statement

BlueCrest is dedicated to fostering an inclusive workplace and provides equal employment opportunities regardless of gender, marital or civil status, race, religion, disability, age, sexual orientation, or nationality.