INTRODUCTION

Coremont provides integrated front to back office services to investment managers and financial institutions and is authorised and regulated by the Financial Conduct Authority in the United Kingdom.  Coremont’s offering covers the full investment life-cycle, including portfolio management technology, risk services, operations, treasury and regulatory reporting.

Coremont employs over 200 staff, with offices in London, Hong Kong, Connecticut and the Channel Islands. Led by a team of highly experienced finance professionals across multiple disciplines, Coremont is highly regarded across the industry for its trading analytics and operational robustness.

This role represents an exciting opportunity to join a rapidly growing business with institutional backing and a proven track record in delivering a suite of financial services to a market-leading standard.  The successful individual will be able to combine their industry experience with a vision for further development in a dynamic and supportive environment.

 

MAIN DUTIES

  • Develop and enhance our core FX Quant analytics library (written in C++) and our front office tools
  • The code library provides valuation, risk, scenario and VaR calculations for a wide range of OTC and listed derivatives as well as cash fixed income products in G10 and emerging markets
  • The functionality of the library is exposed to clients through Clarion. Clarion is a web based cross-asset Portfolio Management System which provides clients with real time pricing, scenario, risk and P&L on their portfolios as well as the ability to structure and overlay new positions
  • Clarion and the underlying analytics have a proven 16 year track record of supporting some of the most quantitative hedge fund traders in the world
  • Play an integral role in further developing our analytics for FX and associated analysis tools to meet the needs of client portfolio managers. This focus primarily on exotic FX options
  • Work closely with technical portfolio managers in a market focussed quant group

 

EXPERIENCE AND KNOWLEDGE

  • 3yrs+ professional experience as a Quantitative Analyst in fixed income
  • Comfortable taking on large scale C++ projects
  • Knowledge of and passion for FX analytics
  • Good degree in a quantitative discipline
  • Experience supporting production environments
  • Experience working with the front-office
  • Knowledge of exotic FX options : Vol knock outs, multi-currency pair exotics with barriers
  • C++ (essential)
  • SQL (desirable)
  • Excel (desirable)
  • C# (desirable)

 

OTHER REQUIREMENTS

  • Ability to communicate with traders
  • Self-management
  • Responsibilities for the job include supporting the existing system, which is done on a rota basis. Must be flexible enough to accommodate liaison with overseas offices
Types: Permanent
Locations: London UK

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