Description
Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Excel, Pricing, Sensitivity Calculations
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++/Python
- Equities/Equity Derivatives
- CI/CD
- Solid understanding of pricing models and stochastic processes.
- Familiarity with risk measures such as VaR, P&L forecasting, and sensitivities.
- Degree in Mathematics, Finance, or a related field.
Desirable:
- 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.
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, Excel, Pricing, Sensitivity Calculations