Python C# Linear Rates Quant Developer

Huxley; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a Python Quant Pricing Developer to join their dynamic team in London. In this pivotal role, you will develop cutting-edge pricing models and trading systems that support real-time trading strategies and portfolio management. Your expertise in Python will be crucial as you automate workflows and create visualization tools that enhance decision-making in high-frequency trading environments. This is a fantastic opportunity to contribute to innovative financial solutions while working in a collaborative and fast-paced atmosphere.

Qualifications

• Experience in developing pricing models for financial instruments.
• Strong background in quantitative analysis and data-driven decision making.

Responsibilities

• Develop pricing models and trading systems for various financial instruments.
• Automate workflows for curve calibration and data-driven pricing.

Skills

Python

Quantitative Analysis

Data Analysis

Risk Reporting

Education

Bachelor's in Mathematics

Master's in Finance

Tools

Excel

Data Visualization Tools

Job description

We have a current opportunity for a Python Quant Pricing Developer on a permanent basis. The position will be based in London. For further information about this position, please apply.

Responsibilities:

1. Develop pricing models and trading systems for Fixed Income, Government Loans, EU Government Bonds, and convertible bonds, supporting real-time trading strategies and portfolio management.
2. Automate workflows for curve calibration and large-scale data-driven pricing, ensuring robust real-time system design for high-frequency decision-making.
3. Develop and support Python libraries and Excel add-ins.
4. Pricing & PnL Risk Reporting.
5. Design and develop infrastructure.
6. Create visualization tools.

Additional Information:

To find out more about SThree, please visit www.sthree.com.

SThree Partnership LLP is acting as an Employment Business in relation to this vacancy. Registered office: 8 Bishopsgate, London, EC2N 4BQ, United Kingdom. Partnership Number: OC387148 England and Wales.