Quantitative researcher i Stockholm

We offer a permanent position as a Quantitative research in the area of data science and building of trading strategies and infrastructure in the Algorithmic Trading area. This will for the coming years need development and implementation of new systems and new models of pricing and analyzing. The position is suited for a person with quantitative background with strong programming skills and preferably algorithmic trading experience.

Your tasks will vary and consist of, among other:

• Build algorithmic trading functionality
• Build connections to different providers and sources.
• Modell and analyze tick data
• Create trading and pricing models.
• Build interactive reports and alarms.
• Be a part of the ongoing projects in the area
• Ad hoc analytic reports
• AI and machine learning modelling.

This is a challenging roll, and it will, for the right person be rewarding. You will learn about the trading business most probably in both Equities and FX. You will be a part of the ongoing development and the daily business and operations. We are therefore looking for team member that likes to take on new challenges and can deliver even if not all deliverables are specified beforehand, or if the solution to the task is not well known. You will get a broad spectrum of tasks over time and get a lot of experience.

• Interest in programming and good implementation capacity
• Understanding of derivative products
• Interest in data and market analytics
• Methodical and accurate approach
• Sound mathematical, probabilistic or statistical knowledge
• 2-3 years working experience in relevant areas
• Personal initiative and energy

Formal requirements:

• At least a Master of Science in Mathematical Finance or Computer science with a strong finance profile
• Excellent skills in English and Swedish
• Programming experience, in C/C++, Java and Python
• Merits: Trading experience, in the area of Fixed Income and FX

Our Quant team consist currently of 14 senior members, out of which half are PhD in Mathematical Finance or similar. Each member in our team have big degree of own responsibility and freedom in their area of expertise. Still they collaborate and learn from each other in most tasks.

As a manager I believe in efficient teams, which are built on collaboration, trust and good open atmosphere (the internal surveys regarding satisfaction are high) and I expect my team members to contribute to the team spirit, by sharing experiences, helping out and take responsibility, which they all do. To me, a well-functioning team delivers with better quality and faster than any individual performance.

I hold a PhD in mathematical Finance and a degree in Law, and I have a Quant career since 2000, mainly at Swedbank. During the years I have had the opportunity to work with exotic pricing, investment decisions, advising, algorithmic trading, funds, all asset classes and most recently XVA and AI.

We may begin the selection under the application period, so we welcome your application as soon as possible.

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