Senior C++ Quant Dev – Equity Derivatives (London)

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

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.