Quant Developer/Analyst

Job Details

• Job Title: Equity Derivatives Quant Developer (Front Office)
• Location: London
• Working Model: Hybrid, travel required at least twice a week to the office
• Duration: up to end of 2024 with possible extensions into 2025
• Daily Rate Available: up to £1000 (depending on experience)
• Inside IR35 via Umbrella: Paystream, Danbro, Focused

Role Description

Equity Derivatives Quants (a division of Global Banking and Markets) are looking for a C++/Python developer specializing in Structured Equity Derivatives. The candidate is expected to:

• Assist with the design and implementation of pricing, risk, and P&L infrastructure
• Develop core pricing library and quantitative tooling

Agendas Covered

• Delivery of calculation infrastructure required for FRTB IMA regulatory reporting
• Design and development of end-of-day risk and P&L calculations
• Design and development of intraday risk and P&L calculations
• Design and development of market data marking pipelines

Essential Experience Required

• 3-7 years working as a Quantitative Analyst
• Degree in mathematical finance, science, or mathematics
• Knowledge of standard pricing models in investment banking
• Two or more years of experience in C++ and Python

Additional Experience / Qualifications

• Background in stochastic processes, probability, and numerical analysis
• Experience in data analysis
• Knowledge of instruments used in Equities and Equity Derivatives
• Knowledge of instrument pricing, sensitivity calculations, risk measures, and more
• Knowledge of distributed computing and Excel
• Experience with CI/CD pipelines