At a Glance
- Tasks: Develop and optimise systems for pricing, risk management, and P&L calculations.
- Company: Join a leading investment bank in London with a focus on innovation.
- Benefits: Competitive pay of up to £1050 per day and flexible remote work options.
- Other info: Dynamic role with opportunities for growth and collaboration across teams.
- Why this job: Make a real impact in quant finance while collaborating with top professionals.
- Qualifications: Experience in C++/Python and a degree in Mathematics or Finance.
The predicted salary is between 84000 - 126000 € 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 2 times per week.
C++ Developer - Equities in London employer: Nicoll Curtin
As a leading investment bank based in London, we pride ourselves on fostering a dynamic and inclusive work culture that encourages innovation and collaboration. Our employees benefit from competitive compensation, comprehensive training programmes, and ample opportunities for professional growth within the fast-paced world of finance. Join us to be part of a team that values your expertise and supports your career aspirations while working on cutting-edge projects in equity derivatives.
StudySmarter Expert Advice🤫
We think this is how you could land C++ Developer - Equities in London
✨Tip Number 1
Networking is key! Reach out to your connections in the finance and tech sectors. Attend meetups or webinars related to C++ development and equity derivatives. You never know who might have a lead on your dream job!
✨Tip Number 2
Prepare for technical interviews by brushing up on your C++ and Python skills. Practice coding challenges and be ready to discuss algorithms and pricing models. We recommend using platforms that simulate real interview scenarios.
✨Tip Number 3
Showcase your projects! If you've worked on relevant systems for pricing or risk management, make sure to highlight these in conversations. Having tangible examples can really set you apart from other candidates.
✨Tip Number 4
Don’t forget to apply through our website! We’ve got loads of opportunities that match your skills. Plus, it’s a great way to get noticed by hiring managers who are looking for talent like yours.
We think you need these skills to ace C++ Developer - Equities in London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV highlights your experience with C++ and Python, especially in the context of equity derivatives. We want to see how your skills align with the key responsibilities mentioned in the job description.
Showcase Relevant Projects:Include any projects or experiences that demonstrate your ability to develop and optimise systems for pricing and risk management. We love seeing real-world applications of your skills!
Highlight Collaboration Skills:Since you'll be working closely with Quantitative Modellers, it's important to showcase your teamwork abilities. Mention any past experiences where you collaborated across teams to achieve a common goal.
Apply Through Our Website:We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you don’t miss out on any updates regarding your application status!
How to prepare for a job interview at Nicoll Curtin
✨Know Your Tech Inside Out
Make sure you brush up on your C++ and Python skills. Be ready to discuss specific projects where you've used these languages, especially in relation to pricing models or risk management. They’ll likely ask you to solve a coding problem, so practice common algorithms and data structures.
✨Understand the Financial Concepts
Familiarise yourself with key concepts like VaR, P&L forecasting, and sensitivity calculations. Being able to explain how these concepts apply to equity derivatives will show that you’re not just a coder but also understand the financial implications of your work.
✨Prepare for Scenario-Based Questions
Expect questions that assess your problem-solving skills in real-world scenarios. Think about how you would approach building a system for pricing or risk management. Prepare examples from your past experience that demonstrate your analytical thinking and collaboration with quantitative modellers.
✨Show Your Team Spirit
This role involves working across teams, so be ready to discuss how you’ve successfully collaborated in the past. Highlight any experiences where you’ve partnered with others to achieve business objectives, especially in high-pressure environments like investment banking.
