Quant Developer - Equity Derivatives

JR United Kingdom; London; Hybrid; GBP 100,000 - 125,000; Full time

Job summary

An established industry player is seeking a skilled Quant Developer with expertise in C++ and Python to enhance their pricing and risk management systems. This exciting role involves collaborating with Quantitative Modellers to optimize core models and ensure regulatory compliance. You will be at the forefront of developing innovative solutions for pricing and P&L calculations, contributing significantly to the firm's success in the competitive finance sector. If you are passionate about quantitative finance and thrive in a dynamic environment, this contract opportunity offers a chance to make a real impact.

Qualifications

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

Responsibilities

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

Skills

C++

Python

Equities

Equity Derivatives

Options Pricing

Risk Management

CI/CD

Data Pipelines

Advanced Excel

Education

Degree in Mathematics

Degree in Finance

Job description

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Quant Developer - Equity Derivatives, london

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Client:

Nicoll Curtin

Location:

london, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

3

Posted:

05.05.2025

Expiry Date:

19.06.2025

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Job Description:

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.