Python Quant Developer - Equity Derivatives

Nicoll Curtin; Greater London; Hybrid; GBP 80,000 - 100,000; Full time

Job summary

An established industry player is seeking a skilled Python Quant Developer to enhance pricing and risk management systems. This exciting role involves optimizing infrastructure for P&L calculations and collaborating with Quantitative Modellers to ensure compliance with regulatory standards. The ideal candidate will have a strong background in Python, equities, and risk management, contributing to both real-time and end-of-day calculations. With a focus on data pipelines and regulatory reporting, this position offers a unique opportunity to make a significant impact in a leading investment bank.

Qualifications

• Experience in Python development for quantitative finance.
• Strong understanding of pricing models and risk measures.

Responsibilities

• Develop systems for pricing, risk, and P&L calculations.
• Collaborate with Quantitative Modellers on pricing models.

Skills

Python

Equities/Equity Derivatives

Options Pricing

Pricing Models

Risk Management

Data Analysis

Advanced Excel

CI/CD Workflows

Education

Degree in Mathematics

Degree in Finance

Job description

Python Quant Developer - Equity Derivatives

Python Quant Developer - Equity Derivatives

Get AI-powered advice on this job and more exclusive features.

Direct message the job poster from Nicoll Curtin

Python Quant Developer - Python, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, C++, Quant Finance, Risk Management.

I am seeking an experienced 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:

• 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.

Python Quant Developer - Python, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, C++, Quant Finance, Risk Management.

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Contract

Job function

• Job function

  Information Technology

• Industries

  Banking, Investment 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 3 months ago

London, England, United Kingdom 2 weeks ago

London, England, United Kingdom 2 weeks ago

London, England, United Kingdom 2 weeks ago

C++ Quant Dev - Quant Hedge Fund - Trading Team - £250k

Greater London, England, United Kingdom 3 days ago

London, England, United Kingdom 1 week ago

Quantitative Developer - Systematic Hedge Fund

Python Quant Developer - Leading energy firm

London, England, United Kingdom 2 months ago

City Of London, England, United Kingdom £180,000.00-£350,000.00 2 weeks ago

London, England, United Kingdom 2 months ago

Quantitative Fixed Income Strat, Analyst, AWM - London

London, England, United Kingdom 3 days ago

Greater London, England, United Kingdom 1 month ago

Quant Researcher - Fundamental Equities - Worlds most successful hedge fund

Quantitative Researcher (Machine Learning)

London, England, United Kingdom 2 months ago

London, England, United Kingdom 2 weeks ago

London, England, United Kingdom 1 week ago

Graduate Developer/ Quantitative Developer/ Quantitative Researcher - Up to £170,000 + Bonus + Package

London, England, United Kingdom 2 weeks ago

Quantitative Developer, Systematic Equities

Greater London, England, United Kingdom 3 days ago

Quantitative Developer- Trading Strategies

London, England, United Kingdom 8 months ago

Quant Developer - Mid Frequency Trading - Cash Equities- £350k

London, England, United Kingdom 2 weeks ago

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