Senior C++ Developer - Derivatives

Nicoll Curtin Technology • APPLICATION • London, Not Specified, United Kingdom • 22h ago

Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management.

I am seeking an experienced C++/Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure for pricing, risk management, and P&L calculation. You will collaborate with Quantitative Modellers to enhance core models and ensure compliance with regulatory standards.

Key Responsibilities:

Develop and optimize systems for pricing, risk, and P&L calculations.
Partner with Quantitative Modellers to refine pricing models and tools.
Create solutions to meet regulatory reporting requirements (FRTB IMA).
Contribute to both end-of-day and Real Time risk and P&L calculations.
Build and maintain data pipelines for market data and pricing support.
Work across teams to ensure alignment and deliver on business objectives.

Key Skills:

C++/Python
Equities/Equity Derivatives
Options, Options Pricing, Managing Pricing
Solid understanding of pricing models and stochastic processes.
Familiarity with risk measures such as VaR, P&L forecasting, and sensitivities.

Desirable:

Experience working with large data sets and distributed systems.
Knowledge of Equity Derivatives and their pricing mechanisms.
Advanced Excel skills and familiarity with CI/CD workflows.
Degree in Mathematics, Finance, or a related field.

This is a contract role paying up to £1050 per day inside IR35 via an umbrella. You will be required to attend the office in London up to 2 times per week.

Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management.

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