Description
Quantitative Developer - Python, C++, Fixed Income
We are looking for a highly skilled Quantitative Developer to develop a Python pricing framework for Rates Option models that would be used by both the quants and traders.
The successful candidate will deliver a solution for the deployment of a unified Python pricing library on a dedicated Server. Investigate the best approaches for traders to deliver their Python scripts and the interface for the result outputs. Rationalisation of the Quant library functionalities exposed in Python
ESSENTIAL SKILLS REQUIRED
- In depth Python and C/C++ knowledge
- Experience developing pricing and risk infrastructure. Practical experience with rolling out Python solutions is a must (packaging, python notebook, server)
- Tools and techniques for working within a large C++ library of quantitative pricing and risk models.
- Previous experience on Fixed Income products (flow and vanilla options)
- Experience developing in a shared codebase with multiple developers
- Post graduate degree in a technical discipline (STEM) from a top-rated university.