The Quant Research team is a centralised function responsible for maintaining and enhancing core systems in BlueCrest. We support curve build across rates/fx/inflation/bond/commodity, rates vol calibration frameworks as well as maintaining and enhancing existing quant analytics libraries and timeseries data.

The QR team sits within the Front office technology group and liaises heavily with the desk and other support functions including RAD, Risk Dev and market risk managers

The primary focus of this role is to work with the trading desks and risk management to meet any of their pricing, risk and market analysis needs.

The role will require strong mathematical and programming skills with the core analytics libraries being written C# and C++. The successful candidate will be able to implement clean robust solutions in these core libraries and work collaboratively as part of a larger group wide development and desk facing team. A pragmatic ...