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For Companies At a Glance
- Tasks: Develop and optimize systems for pricing, risk, and P&L calculations.
- Company: Join a leading investment bank in London, shaping the future of finance.
- Benefits: Earn up to £1050 per day with flexible office attendance.
- Why this job: Work on cutting-edge projects with Quantitative Modellers in a dynamic environment.
- Qualifications: Degree in Mathematics, Finance, or related field; C++/Python experience required.
- Other info: Contract role with opportunities to work on large data sets and distributed systems.
The predicted salary is between 72000 - 108000 £ per year.
Job Description
Equity Derivatives Quant Developer – C++, Python, CI/CD, Equities, Equity Derivatives, Excel, Pricing, Sensitivity Calculations
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
- CI/CD
- Solid understanding of pricing models and stochastic processes.
- Familiarity with risk measures such as VaR, P&L forecasting, and sensitivities.
- Degree in Mathematics, Finance, or a related field.
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.
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.
Equity Derivatives Quant Developer – C++, Python, CI/CD, Equities, Equity Derivatives, Excel, Pricing, Sensitivity Calculations
Equity Derivatives Quant Developer - Leaving Investment Bank employer: Nicoll Curtin Technology
Contact Detail:
Nicoll Curtin Technology Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Equity Derivatives Quant Developer - Leaving Investment Bank
✨Tip Number 1
Make sure to showcase your experience with C++ and Python in your discussions. Highlight specific projects where you've built or optimized systems for pricing or risk management, as this will resonate well with the hiring team.
✨Tip Number 2
Familiarize yourself with the latest regulatory standards, especially FRTB IMA. Being able to discuss how you've contributed to compliance in previous roles can set you apart from other candidates.
✨Tip Number 3
Prepare to discuss your experience with data pipelines and large data sets. Be ready to explain how you've handled market data and pricing support in past roles, as this is crucial for the position.
✨Tip Number 4
Network with professionals in the equity derivatives space. Attend relevant meetups or webinars to connect with others in the field, which could lead to valuable insights and potential referrals for the role.
We think you need these skills to ace Equity Derivatives Quant Developer - Leaving Investment Bank
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience with C++ and Python, as well as your familiarity with equity derivatives and pricing models. Use specific examples to demonstrate your skills in risk management and P&L calculations.
Craft a Strong Cover Letter: In your cover letter, express your enthusiasm for the role and the company. Mention how your background in mathematics or finance aligns with the job requirements and emphasize your experience with CI/CD workflows.
Showcase Relevant Projects: If you have worked on projects involving large data sets or distributed systems, be sure to include these in your application. Highlight any specific contributions you made to pricing models or regulatory reporting solutions.
Proofread Your Application: Before submitting, carefully proofread your application materials. Ensure there are no typos or grammatical errors, and that all information is clear and concise. A polished application reflects your attention to detail.
How to prepare for a job interview at Nicoll Curtin Technology
✨Showcase Your Technical Skills
Be prepared to discuss your experience with C++ and Python in detail. Highlight specific projects where you've developed or optimized systems for pricing, risk management, or P&L calculations.
✨Understand the Regulatory Landscape
Familiarize yourself with regulatory requirements such as FRTB IMA. Be ready to explain how you have previously contributed to compliance efforts in your past roles.
✨Demonstrate Collaboration Skills
Since this role involves working closely with Quantitative Modellers, be prepared to discuss examples of how you've successfully collaborated across teams to achieve business objectives.
✨Prepare for Problem-Solving Questions
Expect technical questions that assess your understanding of pricing models, stochastic processes, and risk measures like VaR. Practice explaining complex concepts clearly and concisely.
