Location - London (Hybrid 3 days on site)Length - Initial 6 month contract with possible extensionRate - up to £1100 UmbrellaRole DescriptionEquity Derivatives Quants (a division of Global Banking and Markets) are looking for a C++/Python developer specialising 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 libraryAssist the Quantitative Modellers to develop the core pricing libraryDevelop the Quantiative tooling required to support the platformThe role will cover the following agendas:Delivery of the calculation infrastructure required for FRTB IMA regulatatory reportingDesign and development of end-of-day risk and P&L calculations allowing the retirement of the legacy vendor platformDesign and development of intraday risk and P&L calculationsDesign and development of market data marking pipelinesThe candidate should expect to have day-to-day interactions with the trading desk, other quants, the Risk and Finance departments, and technology teams.Essential CertificationsMinimum 5 years working as a Quantitative Analyst developing models in quantitative finance, IT development, or a trading environmentA degree in mathematical finance, science or maths from a top tier universityKnowledge of the standard pricing models used in the investment banking industryFive or more years C++ experience (preferably using Visual Studio 2017)Five or more years Python experience requiredTest-drive development and automated CI/CD pipelinesBackground in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required.Experience of data analysisKnowledge of the main instruments used in Equities and Equity DerivativesKnowledge of instrument pricing, sensitivity calculations, P&L prediction, P&L explain, VaR, ES and other risk measures.Knowledge of distributed computing and serialisation techniquesExperience in cross-platform C++ developmentGood knowledge of Excel.Ability to work in fast-paced environment with proven ability to handle multiple outputs at one time
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Quantitative Developer in London employer: Experis Austria
Experis Austria is an exceptional employer, offering a dynamic work culture that fosters collaboration and innovation in the heart of London. With a focus on employee growth, we provide ample opportunities for professional development and skill enhancement, ensuring that our team members thrive in their careers while contributing to impactful projects in the oil and gas sector. Our hybrid work model promotes a healthy work-life balance, making it an ideal environment for those seeking meaningful and rewarding employment.
