Quant Developer - Python/C++/Derivatives

Quantitative Developer - Python/C++

sought by leading investment bank based in Canary Wharf – Hybrid – Contract*inside IR35*

The role would entail writing and testing code for derivative models and includes the following responsibilities:

• Implement code for pricing and risk in derivatives pricing libraries
• Perform tests and analyse results
• Work with quants and quant devs, seeking guidance and discussing issues as needed
• Track progress and timings on the work
• Report within quant group on resourcing and timings issues
• Minimum of 5 years relevant experience in a global banking environment
• Knowledge of Python and/or C++
• Financial markets product knowledge
• CVA (Credit Valuation Adjustments) experience.
• Experience of commodities or interest rate products (desirable)

Please apply within for further details and the job description

Harvey Nash