Redimeer are recruiting for a cutting-edge FinTech company specialising in advanced analytics for derivatives margining and risk management. Based in London, our client is at the forefront of innovation in the financial technology space, delivering world-class solutions to global clients.
Position Overview:
We are recruiting for a highly skilled Quantitative Analyst to join our growing team. The ideal candidate will have a strong mathematical background, a deep understanding of derivatives, and experience in margin analytics. You will work closely with data scientists, developers, and financial experts to build and refine models that drive our analytics platform.
Key Responsibilities:
- Develop and enhance quantitative models for derivatives margin calculations, including Initial Margin (IM) and Variation Margin (VM)
- Analyse large data sets to identify risk exposures and margin efficiencies across multiple asset classes (e.g., equities, fixed income, commodities)
- Provide insights into margin optimization strategies, capital efficiency, and risk management
- Assist in the design and validation of new tools and features for the analytics platform
- Stay updated with the latest trends and regulatory changes in the derivatives market
Required Skills & Qualifications:
- Advanced degree (MSc/PhD) in Quantitative Finance, Mathematics, Physics, Engineering, or a related field
- 1+ years of experience in a quant role, preferably with a focus on derivatives or risk management
- Experience with margining methodologies (e.g., ISDASIMM, SPAN) and a solid understanding of derivatives products
- Excellent analytical and problem-solving skills
- Ability to work independently and in a collaborative environment