At Mako, we believe in the power of collaboration to drive innovation in pursuit of our collective ambition; excellence in trading. Our diverse community is connected through a commitment to being the best we can be with the highest standards of integrity.
The Financial Engineer will work closely with our Traders and Software Developers. The Financial Engineers are tasked with evaluating and enhancing our current set of pricing and volatility models and with improving numerical schemes within the Mako's pricing library. They have a strong understanding of derivatives theory and its application within the context of Mako's business models and look to apply the above understanding within the context of our algorithmic trading business.
What you'll be involved in:
Contributing to the development of the pricing library
Understanding and improving the mathematical framework supporting the FE tools
Researching and testing new methodologies
What we need from you:
STEM degree; e.g. Maths, Physics, Engineering
Strong understanding of stochastic calculus and numerical analysis
Experience in numerical simulations: differential equations and Monte Carlo
Experience with any programming languages; e.g. Python, Matlab/Octave (willing to learn and work with C++ and Python)
We are Mako
At Mako, we are welcoming, inclusive and collaborative. We work fast and smart in a supportive and dress-down environment that allows colleagues to be themselves and achieve great things. We uphold the principles of a flat structure that offers unrivalled engagement with senior leadership and career development opportunities. We have a comprehensive benefits package, including:
Flexible leave and hybrid working policies
Private health and dental insurance
Generous pension scheme
Free access to the Mako gym
Employee wellbeing guidance and support
Opportunity to become involved in the rewarding work of the Mako Foundation
About Mako
Mako is a leading options market maker with a global trading footprint. It has been at the forefront of options market making since 1999, from the open outcry trading pits to screen trading and automated algorithmic execution strategies that are driving the future of the industry.
From offices in London, Dublin, Amsterdam, Singapore, Sydney, Brisbane and Chengdu, Mako offers the best-in-class liquidity solutions across Equities, Fixed Income, Commodities and FX derivatives markets and prides itself in its entrepreneurial, collaborative and philanthropic culture.
If you require any reasonable adjustments or assistance during the recruitment process, please email hr@mako.com and we will arrange this.
For further information on the Mako Group please refer to our website: www.mako.com.
Mako does not accept unsolicited CVs or candidate details from recruiters or search firms and will not pay any fees to such firms without a signed agreement.
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