Quantitative Analyst

As a Leversys Quantitative Analyst in the Product Development team, you will:

• Be part of a product development team responsible for idea generation, specifications, UI design, manual and automated QA, and delivery.
• Work closely with the quantitative development team on developing, testing, and supporting valuation models for convertible bonds and other asset classes.
• Within two to three months, complete onboarding covering convertible bonds, financial markets, internal processes, products, services, and how we support our clients.
• Develop a strong understanding of convertible bonds, including structures, prospectus language, valuation models, and how different features affect theoretical pricing.
• After onboarding, receive targeted training in the processes, tools, and techniques used across product and quantitative development.
• Once you complete your training, work directly with the founder and senior team members to turn internal ideas and client requests into delivered features and products.
• As your career develops at Leversys, broaden your knowledge across additional asset classes and front-to-back functions.
• This role will help you become an expert in financial instruments, capital markets front-to-back requirements and functions, and the technology and quantitative development process from concept to delivery.
• You can continue developing your career within product development, while this role may also provide a pathway to working exclusively within the quant development team for those with strong quantitative education and programming skills.

What we’d like you to bring to Leversys:

A strong desire to learn, develop, and succeed.
A commitment to achieving high standards.
Strong attention to detail.
Creativity and passion for building products.
Ability to work with complex mathematical and financial concepts.
Excellent analytical skills and a structured, logical approach to complex problem-solving.
Strong written and verbal communication skills.
Strong interpersonal skills.
Comfort working in a dynamic, multi-tasking environment.
Experience with C++ and/or Python programming.
Knowledge of derivatives pricing models and stochastic processes.
A master’s degree or higher in Mathematics, Physics, Engineering, or Quantitative Finance from a leading institution.
A clear, demonstrable interest in finance and technology.
Relevant experience is highly valued, but candidates without prior experience are also encouraged to apply if they have strong quantitative education or programming skills.

In return, Leversys offers you:

A genuine opportunity to have an impact and grow your career in established capital markets FinTech.
The ability to develop and apply a unique blend of knowledge and skills.
The scope to work on exciting and highly dynamic projects and interact with clients.
Personal development support.
Sponsorship to enhance your skills and continue your education.
An effective hybrid working structure.
Top of the market remuneration, based on the experience level.
Twenty-five days holiday, pro-rata.