Structured Products Quant
Quant Capital · London, England ·
Last confirmed by our partners on 24 Oct 2026.
Overview
In this role you will contribute to building a fee aggregator for structured products and refactor fixed income data within a leading fintech-focused quant team. You will work on a pioneering big data platform that serves financial markets, collaborating with cross-functional colleagues to deliver scalable data and analytics capabilities. The role combines hands-on quantitative analysis with data engineering tasks to enable faster, more accurate product insights. This position offers impact across product and data layers in a hybrid London setup.
Responsibilities
- Build a fee aggregator for structured products
- Refactor fixed income data architecture
- Collaborate with cross-functional teams to integrate data and models
- Work with ISIN handling for structured products and options contexts
Key requirements
- MSc or PhD in STEM subject
- 6 years in quantitative analysis
- Refactoring experience
- Chaos Functions
- Understanding of ISIN for Structured Products
- Knowledge of Options
- Highly motivated
- Refactoring
- Chaos Functions
- ISIN for Structured Products
- Knowledge of Options
Market data from EasyWorkClub, not from the employer
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