Quant Developer - Equity Derivatives

Direct message the job poster from Nicoll Curtin

Equity 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++/Python
• Equities/Equity Derivatives
• Options, Options Pricing, Managing Pricing
• Solid 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 level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Contract

Job function

• Job function

  Information Technology

• Industries

  Investment Banking, Banking, and Financial Services

Referrals increase your chances of interviewing at Nicoll Curtin by 2x

Sign in to set job alerts for “Quantitative Developer” roles.

London, England, United Kingdom 1 day ago

London, England, United Kingdom 1 week ago

London, England, United Kingdom 2 months ago

London, England, United Kingdom 1 month ago

Quantitative Researcher (Machine Learning)

London, England, United Kingdom 4 months ago

Greater London, England, United Kingdom 2 weeks ago

Quant Developer - shape systematic trading

Quantitative Developer (HFT - New Desk - Not Tower) (London)

London, England, United Kingdom 7 hours ago

Junior Python Developer – Elite Quant Trading Firm (up to £100K + Bonus + Hybrid)

London, England, United Kingdom 11 months ago

London, England, United Kingdom 1 week ago

Greater London, England, United Kingdom 1 week ago

London, England, United Kingdom 1 day ago

Quantitative Developer, Systematic Equities

Greater London, England, United Kingdom 1 week ago

Quantitative Developer - Electronic Trading

London, England, United Kingdom 2 weeks ago

London, England, United Kingdom 1 week ago

Graduate Quantitative Researcher - High Frequency Trading

Greater London, England, United Kingdom 2 days ago

London, England, United Kingdom 5 months ago

Quantitative Research, Exotics & Hybrids (Emerging Markets) - Analyst or Associate

London, England, United Kingdom 1 week ago

London, England, United Kingdom 3 weeks ago

We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.

#J-18808-Ljbffr