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- Tasks: Develop and optimize systems for pricing, risk, and P&L calculations in a dynamic environment.
- Company: Join a leading investment bank in London, known for its innovative financial solutions.
- Benefits: Contract role with competitive pay of up to £1050 per day and flexible office attendance.
- Why this job: Work on cutting-edge projects that impact financial markets while collaborating with top-tier professionals.
- Qualifications: Degree in Mathematics, Finance, or related field; experience in C++/Python and equity derivatives required.
- Other info: Mid-senior level position with opportunities for professional growth in a fast-paced industry.
The predicted salary is between 72000 - 108000 £ per year.
Equity Derivatives Quant Developer – C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management.
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 £1000 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, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management.
Quant Developer - Equity Derivatives employer: Nicoll Curtin
Contact Detail:
Nicoll Curtin Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quant Developer - Equity Derivatives
✨Tip Number 1
Make sure to showcase your experience with C++ and Python prominently. Highlight specific projects where you've developed or optimized systems for pricing or risk management, as this is crucial for the role.
✨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
Demonstrate your understanding of pricing models and stochastic processes during interviews. Prepare examples of how you've applied these concepts in real-world scenarios, particularly in equity derivatives.
✨Tip Number 4
Network with professionals in the investment banking sector, especially those working with equity derivatives. Engaging with industry experts can provide insights and potentially lead to referrals for the position.
We think you need these skills to ace Quant Developer - Equity Derivatives
Some tips for your application 🫡
Highlight Relevant Skills: Make sure to emphasize your experience with C++ and Python, as well as your understanding of equity derivatives and pricing models. Tailor your CV to showcase these skills prominently.
Showcase Your Experience: Detail your previous roles related to quantitative development, especially those involving risk management and P&L calculations. Use specific examples to demonstrate your contributions and achievements.
Include Technical Proficiency: Mention your familiarity with CI/CD workflows and advanced Excel skills. If you have experience with large data sets or distributed systems, be sure to include that as well.
Craft a Strong Cover Letter: Write a cover letter that connects your background in mathematics or finance to the requirements of the role. Explain why you're passionate about working in investment banking and how you can contribute to the team.
How to prepare for a job interview at Nicoll Curtin
✨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. This is your chance to demonstrate your technical prowess!
✨Understand Pricing Models
Make sure you have a solid understanding of pricing models and stochastic processes. Be ready to explain how these concepts apply to equity derivatives and how you've used them in past roles. This knowledge will be crucial in showcasing your fit for the role.
✨Familiarize Yourself with Regulatory Standards
Since the role involves compliance with regulatory standards, brush up on FRTB IMA and other relevant regulations. Be prepared to discuss how you've contributed to meeting regulatory requirements in previous positions.
✨Demonstrate Collaboration Skills
This position requires working closely with Quantitative Modellers and other teams. Prepare examples of how you've successfully collaborated in the past, focusing on communication and alignment towards business objectives.
