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 Equity Derivatives Quant Developer to enhance their pricing and risk management systems. This role involves collaboration with Quantitative Modellers to refine models and ensure compliance with regulatory standards. The ideal candidate will have a strong background in C++ and Python, along with expertise in equity derivatives and risk measures. This contract position offers a competitive daily rate and requires some on-site presence in London, providing a fantastic opportunity to contribute to high-impact financial projects.

Qualifications

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

Responsibilities

• Develop and optimize systems for pricing and risk management.
• Collaborate with Quantitative Modellers on pricing models.

Skills

C++

Python

Equities

Equity Derivatives

Options Pricing

Risk Management

Advanced Excel

CI/CD

Data Management

Education

Degree in Mathematics

Degree in Finance

Degree in a related field

Job description

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 £1000 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

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