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- Tasks: Develop and optimise systems for pricing, risk, and P&L calculations in a dynamic environment.
- Company: Join a leading investment bank in London, renowned for its innovative financial solutions.
- Benefits: Earn up to £1050 per day with flexible office attendance and exciting projects.
- Why this job: Work at the forefront of finance, collaborating with experts and enhancing core models.
- Qualifications: Degree in Mathematics, Finance, or related field; strong C++/Python skills required.
- Other info: Contract role with opportunities to work on cutting-edge financial technologies.
The predicted salary is between 72000 - 108000 £ per year.
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 3 times per week.
Quant Developer - Equity Derivatives employer: Nicoll Curtin
Contact Detail:
Nicoll Curtin Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quant Developer - Equity Derivatives
✨Tip Number 1
Familiarise yourself with the latest trends in equity derivatives and quantitative finance. This will not only help you understand the role better but also allow you to engage in informed discussions during interviews.
✨Tip Number 2
Network with professionals in the industry, especially those working in quant roles or at investment banks. Attend relevant meetups or webinars to make connections that could lead to referrals.
✨Tip Number 3
Brush up on your C++ and Python skills, focusing on their applications in financial modelling and risk management. Consider working on personal projects or contributing to open-source projects to showcase your abilities.
✨Tip Number 4
Prepare for technical interviews by practising coding challenges related to algorithms and data structures. Make sure to also review common quantitative finance concepts, as they may come up during the interview process.
We think you need these skills to ace Quant Developer - Equity Derivatives
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience with C++ and Python, as well as any relevant work in equity derivatives and quantitative finance. Use specific examples to demonstrate your skills in pricing models and risk management.
Craft a Strong Cover Letter: In your cover letter, express your enthusiasm for the role and the company. Mention how your background aligns with the key responsibilities, such as developing systems for P&L calculations and collaborating with quantitative modellers.
Highlight Relevant Projects: If you have worked on projects involving large data sets, CI/CD workflows, or regulatory compliance, be sure to include these in your application. Detail your contributions and the impact of your work.
Proofread Your Application: Before submitting, carefully proofread your CV and cover letter for any errors or typos. A polished application reflects your attention to detail, which is crucial in a quantitative role.
How to prepare for a job interview at Nicoll Curtin
✨Showcase Your Technical Skills
Make sure to highlight your proficiency in C++ and Python during the interview. Be prepared to discuss specific projects where you've used these languages, especially in relation to pricing models or risk management.
✨Understand the Financial Concepts
Brush up on your knowledge of equity derivatives, pricing mechanisms, and risk measures like VaR and P&L forecasting. Being able to discuss these concepts confidently will demonstrate your expertise and suitability for the role.
✨Prepare for Problem-Solving Questions
Expect technical questions that assess your problem-solving abilities. Practice coding challenges or algorithm questions related to quantitative finance, as this will help you think on your feet during the interview.
✨Demonstrate Team Collaboration
Since the role involves working closely with Quantitative Modellers and other teams, be ready to share examples of how you've successfully collaborated in past projects. Highlight your communication skills and ability to align with business objectives.
