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For Companies At a Glance
- Tasks: Develop and optimise systems for pricing, risk, and P&L calculations in a dynamic environment.
- Company: Join a leading investment bank in London, renowned for its innovative financial solutions.
- Benefits: Earn up to £1050 per day with flexible office attendance and exciting project work.
- Why this job: Collaborate with experts, enhance your skills, and make a real impact in finance.
- Qualifications: Degree in Mathematics, Finance, or related field; strong Python and quantitative skills required.
- Other info: Contract role with opportunities to work on cutting-edge financial technologies.
The predicted salary is between 72000 - 108000 £ per year.
I am seeking an experienced 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:
- 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 3 times per week.
Python Quant Developer - Equity Derivatives employer: Nicoll Curtin
Contact Detail:
Nicoll Curtin Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Python Quant Developer - Equity Derivatives
✨Tip Number 1
Make sure to brush up on your knowledge of pricing models and stochastic processes. Being able to discuss these concepts confidently during interviews will show that you have the technical expertise needed for the role.
✨Tip Number 2
Familiarise yourself with regulatory requirements like FRTB IMA. Understanding how these regulations impact pricing and risk management will give you an edge in discussions with potential employers.
✨Tip Number 3
Network with professionals in the quantitative finance space, especially those who work with equity derivatives. Engaging with industry experts can provide insights and potentially lead to referrals for job openings.
✨Tip Number 4
Prepare to demonstrate your experience with large data sets and distributed systems. Be ready to share specific examples of how you've managed data pipelines or optimised systems in previous roles.
We think you need these skills to ace Python Quant Developer - Equity Derivatives
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience with Python, equity derivatives, and risk management. Use specific examples of projects where you've developed pricing models or worked with large data sets to demonstrate your expertise.
Craft a Strong Cover Letter: In your cover letter, express your enthusiasm for the role and the company. Mention how your skills in quantitative finance and familiarity with regulatory standards align with the job requirements. Be sure to include any relevant achievements that showcase your capabilities.
Highlight Relevant Skills: When filling out your application, emphasise your knowledge of stochastic processes, VaR, and P&L forecasting. Make it clear how your technical skills in Python and C++ will contribute to the team's objectives.
Proofread Your Application: Before submitting, carefully proofread your application for any spelling or grammatical errors. A polished application reflects your attention to detail, which is crucial in a quantitative role.
How to prepare for a job interview at Nicoll Curtin
✨Showcase Your Python Skills
Be prepared to discuss your experience with Python in detail. Highlight specific projects where you've developed or optimised systems for pricing or risk management, and be ready to demonstrate your coding skills if asked.
✨Understand Equity Derivatives
Make sure you have a solid grasp of equity derivatives and their pricing mechanisms. Be ready to explain complex concepts clearly, as this will show your depth of knowledge and ability to communicate effectively with Quantitative Modellers.
✨Discuss Regulatory Compliance
Familiarise yourself with regulatory standards such as FRTB IMA. Be prepared to discuss how you've ensured compliance in previous roles, as this is crucial for the position and demonstrates your understanding of the industry's requirements.
✨Prepare for Technical Questions
Expect technical questions related to pricing models, stochastic processes, and risk measures like VaR. Brush up on these topics and think of examples from your past work that illustrate your expertise and problem-solving abilities.
