Quant Developer - Equity Derivatives

Nicoll Curtin; London; On-site; GBP 184,500 - 193,725; Full time

Job summary

A leading investment bank in London seeks an experienced Equity Derivatives Quant Developer with expertise in C++ and Python. The role involves building infrastructure for pricing and risk management, collaborating with teams to deliver compliant solutions, and requires strong analytical skills and knowledge of equity derivatives.

Qualifications

• Experience in C++ and Python development for quantitative analysis.
• Solid understanding of pricing models and risk measures.
• Experience with large datasets and distributed systems.

Responsibilities

• Develop systems for pricing, risk, and P&L calculations.
• Collaborate with Quantitative Modellers to enhance core models.
• Build and maintain data pipelines for market data.

Skills

C++

Python

Equities

Equity Derivatives

Options Pricing

Risk Management

Analytical Skills

Education

Degree in Mathematics, Finance, or related field

Tools

Excel

CI/CD

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 £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

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