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