Quantitative Developer
Role details
Job location
Tech stack
Job description
Join Our Client as a Quantitative Developer in London Are you passionate about quantitative finance and eager to make an impact in a dynamic, global environment? Our client, a leading player in the equity derivatives space, is hiring for a talented Quantitative Developer to join their team in London. This is an exciting opportunity to work on cutting-edge risk, pricing, and P&L infrastructure within a collaborative and innovative setting. What you'll be doing: * Assist in designing and implementing pricing, risk, and P&L infrastructure around core pricing libraries. * Support quantitative modelers in developing and enhancing the core pricing platform. * Develop tools to support the trading platform, including intraday and end-of-day risk calculations. * Contribute to delivering calculation infrastructure for FRTB regulatory reporting. * Help design and develop market data pipelines and risk management solutions. * Collaborate daily with trading desks, quants, risk, finance, and
Requirements
technology teams across global locations. What you'll bring: * Extensive experience in C++ (preferably Visual Studio 2022) and Python, with a strong background in quantitative finance or IT development. * Proven ability to develop models and infrastructure in a fast-paced trading environment. * Knowledge of standard pricing models used in investment banking. * Experience with automated CI/CD pipelines and test-driven development. * A degree in mathematical finance, science, or maths from a top-tier university. Desirable skills include: * Knowledge of instrument pricing, sensitivity calculations, VaR, ES, and other risk measures. * Familiarity with equities and equity derivatives instruments. * Experience with distributed computing, serialization, and cross-platform C++ development. * Knowledge of RUST and advanced data analysis skills. * Good understanding of Excel and ability to handle multiple priorities efficiently. This role offers the chance to work with a global team, with occasional travel, and to contribute to innovative financial solutions. If you're ready to bring your expertise to a forward-thinking organisation, we want to hear from you! Apply now to become part of a team shaping the future of equity derivatives trading.