Quant Developer - Equity Derivatives
New Today
Direct message the job poster from Nicoll CurtinEquity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management.I am seeking an experienced C++/Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure for pricing, risk management, and P&L calculation. You will collaborate with Quantitative Modellers to enhance core models and ensure compliance with regulatory standards.Key Responsibilities:Develop and optimize systems for pricing, risk, and P&L calculations.Partner with Quantitative Modellers to refine pricing models and tools.Create solutions to meet regulatory reporting requirements (FRTB IMA).Contribute to both end-of-day and real-time risk and P&L calculations.Build and maintain data pipelines for market data and pricing support.Work across teams to ensure alignment and deliver on business objectives.Key Skills:C++/PythonEquities/Equity DerivativesOptions, Options Pricing, Managing PricingSolid understanding of pricing models and stochastic processes.Familiarity with risk measures such as VaR, P&L forecasting, and sensitivities.Experience working with large data sets and distributed systems.Knowledge of Equity Derivatives and their pricing mechanisms.Advanced Excel skills and familiarity with CI/CD workflows.Degree in Mathematics, Finance, or a related field.This is a contract role paying up to £1050 per day inside IR35 via an umbrella. You will be required to attend the office in London up to 3 times per week.Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management.Seniority levelSeniority levelMid-Senior levelEmployment typeEmployment typeContractJob functionJob functionInformation TechnologyIndustriesInvestment Banking, Banking, and Financial ServicesReferrals increase your chances of interviewing at Nicoll Curtin by 2xSign in to set job alerts for “Quantitative Developer” roles.London, England, United Kingdom 1 day agoLondon, England, United Kingdom 1 week agoLondon, England, United Kingdom 2 months agoLondon, England, United Kingdom 1 month agoQuantitative Researcher (Machine Learning)London, England, United Kingdom 4 months agoGreater London, England, United Kingdom 2 weeks agoQuant Developer - shape systematic tradingQuantitative Developer (HFT - New Desk - Not Tower) (London)London, England, United Kingdom 7 hours agoJunior Python Developer – Elite Quant Trading Firm (up to £100K + Bonus + Hybrid)London, England, United Kingdom 11 months agoLondon, England, United Kingdom 1 week agoGreater London, England, United Kingdom 1 week agoLondon, England, United Kingdom 1 day agoQuantitative Developer, Systematic EquitiesGreater London, England, United Kingdom 1 week agoQuantitative Developer - Electronic TradingLondon, England, United Kingdom 2 weeks agoLondon, England, United Kingdom 1 week agoGraduate Quantitative Researcher - High Frequency TradingGreater London, England, United Kingdom 2 days agoLondon, England, United Kingdom 5 months agoQuantitative Research, Exotics & Hybrids (Emerging Markets) - Analyst or AssociateLondon, England, United Kingdom 1 week agoLondon, England, United Kingdom 3 weeks agoWe’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.
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- Location:
- London
- Job Type:
- FullTime