A global financial services firm in City of Westminster is looking for a candidate to work on the next generation cross-asset distributed valuation and risk engine. The role requires a strong quantitative background, particularly in stochastic calculus, and experience with derivatives pricing models. The candidate should also have programming experience in C++ or C#. This is an opportunity to define pricing capabilities and work closely with traders and risk managers in a dynamic environment. #J-18808-Ljbffr