Quantitative Developer

Job Description

Quantitative Developer - Python/C++ - sought by leading investment bank based in Canary Wharf - Hybrid - Contract
inside IR35*

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

Requirements

• 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)

Contact Information

Please apply within for further details and the job description