full-time
Quantitative Analyst (VN3223)
Marex
- Employer
- Marex
- Location
- London
- Working pattern
- on-site
About the role
The Quantitative Analyst will perform independent validation of algorithmic trading models, pricing models, and risk engines. They will also contribute to ongoing model development, calibration, and the maintenance of historical datasets for pricing and risk assessment. Candidates must possess a Master's degree or PhD in a quantitative field such as Mathematics, Physics, or Finance. Strong programming skills in Python and C++, along with expertise in derivative pricing and risk methodologies, are required.