Equity Derivatives C++/Python Quant Developer

Posted on May 21, 2024 by Investigo Change Solutions
London, United Kingdom
IT
Immediate Start
£850 - £950 Daily
Contract/Project

Contract C++/Python Developer for Equity Derivatives - Inside IR35 - 12 Months

One of our global banking client's Equity Derivatives division is looking for a C++/Python developer with experience in Structured Equity Derivatives.

The candidate will be expected to:

  • 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 regulatatory 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

Key Skills:

  • A degree in mathematical finance, science or maths from a top tier university
  • Knowledge of the standard pricing models used in the investment banking industry
  • Extensive C++ or Python experience (preferably using Visual Studio 2017)

Desired Skills:

  • Background in stochastic processes, probability and numerical analysis.
  • Physics, Engineering or similar subjects is desirable, but not strictly required.
  • Experience of data analysis
  • Knowledge of the main instruments used in Equities and Equity Derivatives
  • Knowledge of instrument pricing, sensitivity calculations, P&L prediction, P&L explain, VaR, ES and other risk measures.
  • Knowledge of distributed computing and serialisation techniques
  • Previously experience with CI/CD pipelines


Reference: 2763787129

https://jobs.careeraddict.com/post/91122823

This Job Vacancy has Expired!

Equity Derivatives C++/Python Quant Developer

Posted on May 21, 2024 by Investigo Change Solutions

London, United Kingdom
IT
Immediate Start
£850 - £950 Daily
Contract/Project

Contract C++/Python Developer for Equity Derivatives - Inside IR35 - 12 Months

One of our global banking client's Equity Derivatives division is looking for a C++/Python developer with experience in Structured Equity Derivatives.

The candidate will be expected to:

  • 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 regulatatory 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

Key Skills:

  • A degree in mathematical finance, science or maths from a top tier university
  • Knowledge of the standard pricing models used in the investment banking industry
  • Extensive C++ or Python experience (preferably using Visual Studio 2017)

Desired Skills:

  • Background in stochastic processes, probability and numerical analysis.
  • Physics, Engineering or similar subjects is desirable, but not strictly required.
  • Experience of data analysis
  • Knowledge of the main instruments used in Equities and Equity Derivatives
  • Knowledge of instrument pricing, sensitivity calculations, P&L prediction, P&L explain, VaR, ES and other risk measures.
  • Knowledge of distributed computing and serialisation techniques
  • Previously experience with CI/CD pipelines

Reference: 2763787129

CareerAddict

Alert me to jobs like this:

Amplify your job search:

CV/résumé help

Increase interview chances with our downloads and specialist services.

CV Help

Expert career advice

Increase interview chances with our downloads and specialist services.

Visit Blog

Job compatibility

Increase interview chances with our downloads and specialist services.

Start Test

Similar Jobs

Murex Support

London, United Kingdom

Regulatory Affairs Manager

London, United Kingdom

Financial Reporting Analyst

London, United Kingdom