Senior Quantitative Analyst - Derivatives Pricing Models

Senior Quantitative Analyst - Derivatives Pricing Models

Full-Time 60000 - 80000 Β£ / year (est.) No working from home possible
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At a Glance

  • Tasks: Design and implement derivatives pricing models using C++ and Python.
  • Company: Join E1 Edf Trading Ltd, a leader in energy market analytics.
  • Benefits: Attractive salary, flexible working options, and opportunities for professional growth.
  • Other info: Collaborative environment with a focus on innovation and development.
  • Why this job: Make a significant impact in energy markets with your quantitative skills.
  • Qualifications: Strong background in quantitative analysis and programming experience in C++ and Python.

The predicted salary is between 60000 - 80000 Β£ per year.

E1 Edf Trading Ltd is seeking a senior Quantitative Analyst to design and implement derivatives pricing models and risk analytics.

You will build a C++ library and Python services to support pricing, calibration and parameter estimation.

The role involves backtesting models, calibrating parameters with development teams, and collaborating with trading, structuring and Quant Risk to ensure robust, well-documented implementations in energy markets.

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Senior Quantitative Analyst - Derivatives Pricing Models employer: E1 EDF Trading Ltd

EDF Trading Ltd is an exceptional employer located in the vibrant city of London, offering a dynamic work culture that fosters innovation and collaboration. As a Senior .NET Developer, you will have access to cutting-edge technologies and opportunities for professional growth, all while working alongside talented traders and IT professionals in a supportive environment. The company prioritises employee development and encourages staying ahead of industry trends, making it a rewarding place to build your career.

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Contact Details:

E1 EDF Trading Ltd Recruitment Team

We think you need these skills to ace Senior Quantitative Analyst - Derivatives Pricing Models

C++
Python
Derivatives Pricing Models
Risk Analytics
Backtesting Models
Parameter Calibration
Collaboration Skills