A leading investment bank in London seeks an experienced Python Quant Developer to build and optimize infrastructure for pricing and risk management. This contract role requires strong Python and C++ skills, familiarity with Equity Derivatives, and a solid understanding of pricing models. You will collaborate with Quantitative Modellers and deliver robust product models to support trading processes. Competitive pay of up to Β£1050 per day is offered. #J-18808-Ljbffr
Contact Detail:
Nicoll Curtin Recruiting Team