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Quant Developer / Quant Analyst – Equity Derivatives

  • SLA
  • Feb 27
  • 2 min read

 My global banking client, based in London, is looking for an experienced Quantitative Developer with strong Equity Derivatives knowledge. The Quant Developer will have day-to-day interactions with the trading desk, other quants, the Risk and Finance departments, and technology teams. We are looking for a C++ / Python developer specialising in Structured Equity Derivatives. Initial contract until end of June (will be ongoing for the next 2 years so contracts likely to be extended on a 6-month basis for up to 2 years.). Paying up to £1025pd Umbrella rate and 3 days per week in the London office.


Key skills:

  • Experience working as a Quantitative Analyst / Quant Developer within a Global Bank

  • Knowledge of the main instruments used in Equities and Equity Derivatives

  • A degree in mathematical finance, science or maths

  • Knowledge of the standard pricing models used in the investment banking industry

  • C++ experience (preferably using Visual Studio 2017)

  • Python experience

  • Test-drive development and automated CI/CD pipelines

  • Background in stochastic processes, probability and numerical analysis.

  • Experience of data analysis

  • Knowledge of instrument pricing, sensitivity calculations, P&L prediction, P&L explain, VaR, ES and other risk measures.


Responsibilities:

  • Assist the design and implementation of pricing, risk and P&L infrastructure surrounding the core pricing library

  • Assist the Quantitative Modellers to develop the core pricing library

  • Develop the Quantitative tooling required to support the platform

  • The role will cover the following agendas:

  • Delivery of the calculation infrastructure required for FRTB IMA regulatory reporting

  • Design and development of end-of-day risk and P&L calculations allowing the retirement of the legacy vendor platform

  • Design and development of intraday risk and P&L calculations

  • Design and development of market data marking pipelines

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