Senior C++ Developer - Derivatives

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

Job summary

A leading investment bank is seeking an experienced C++/Python Quant Developer to enhance infrastructure for pricing and risk management in London. The role involves developing systems for P&L calculations, collaborating with Quantitative Modellers, and ensuring regulatory compliance. Ideal candidates will have a strong understanding of pricing models and risk measures alongside extensive experience in C++ and Python. The contract offers up to £1050 per day inside IR35, with a hybrid attendance requirement.

Qualifications

• Experience in C++ and Python programming.
• Solid understanding of pricing models and stochastic processes.
• Familiarity with risk measures like VaR and P&L forecasting.

Responsibilities

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

Skills

C++

Python

Equities

Equity Derivatives

Options Pricing

Risk Management

Education

Degree in Mathematics, Finance, or related field

Tools

CI/CD workflows

Excel

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.

Desirable:

• 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 2 times per week.