Apply

Ready to go for it?

AI Apply speeds things up—apply directly if you prefer.

FREE ACCESS
5,000–10,000 jobs/day
JobTailor Logo

See all jobs on JobTailor

Search thousands of fresh jobs every day.

Discover
  • Fresh listings
  • Fast filters
  • No subscription required
Create a free account and start exploring right away.
Leversys

Quantitative Analyst

Leversys

Quantitative Analyst developing solutions for convertible bonds at Leversys. Joining a dynamic team focusing on digitalization in the FinTech sector with significant growth opportunities.

Posted 7/12/2026full-timeLondon • 🇬🇧 United KingdomMid-LevelSeniorWebsite

Core Competencies

Role fit
Core Competencies

Use this summary to align your resume positioning with the role.

Demonstrates expertise in convertible bonds, financial markets, and quantitative development processes, with strong analytical and problem-solving skills. Proficient in programming languages such as C++ and Python, with a solid understanding of derivatives pricing models and stochastic processes.

Highest-signal resume keywords
C++ ProgrammingPython ProgrammingDerivatives Pricing ModelsQuantitative FinanceAnalytical Skills

ATS Keywords

Tailor your resume
Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills
Convertible BondsValuation ModelsFinancial MarketsMathematical ConceptsStochastic Processes
Soft Skills
Attention to DetailCreativityCommunication SkillsInterpersonal SkillsProblem-Solving
Certifications & Qualifications
Master’s Degree in MathematicsMaster’s Degree in PhysicsMaster’s Degree in EngineeringMaster’s Degree in Quantitative Finance
Industry Keywords
Capital MarketsProduct DevelopmentQuantitative DevelopmentFinancial Instruments

Tech Stack

Tools & technologies
Python

About the role

Key responsibilities & impact
  • 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.

Requirements

What you’ll need
  • 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.

Benefits

Comp & perks
  • 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.