At a Glance
- Tasks: Design and implement pricing and risk models for exotic derivatives.
- Company: Premier financial institution located in Canary Wharf, London.
- Benefits: Hybrid work model, competitive salary, and opportunities for professional growth.
- Other info: Dynamic role focused on technical ownership without management responsibilities.
- Why this job: Join a leading firm and make an impact with your quantitative skills.
- Qualifications: 15+ years of experience in quantitative engineering and strong coding skills.
The predicted salary is between 60000 - 80000 £ per year.
Job Opportunity - Quantitative Engineer - Exotic Derivatives
Location: London, UK (Canary Wharf)
Engagement: 12-Month Contract | Hybrid (3 days/week in office)
Role Summary
We are hiring a hands-on Quantitative Engineer with 15+ years of experience to join a premier financial institution. You will independently design, implement, and deliver production-grade pricing and risk models for complex exotic OTC derivatives across Equity, Rates, FX, and Commodities. Note: This is a pure individual contributor role focused on deep technical ownership, code implementation, and model formulation. It is not a management or advisory position.
Key Requirements
- Model Ownership: Independently design, code, calibrate, and roll out pricing/risk models for exotic OTC derivatives.
- Technical Stack: Strong production-level experience in Java, C++, and/or Python for numerically intensive code. Java and pricing engine experience is highly preferred.
- Numerical Expertise: Implement advanced methods including Monte Carlo, Tree/lattice, and PDE approaches.
- Analytics Curves: Build core libraries for...
Quantitative Engineer employer: Randstad Technologies
Join a leading financial institution in Canary Wharf, where innovation meets expertise. As a Quantitative Engineer, you'll thrive in a dynamic work culture that values technical excellence and offers robust opportunities for professional growth. Enjoy the benefits of a hybrid work model, competitive compensation, and the chance to contribute to cutting-edge projects in the heart of London's financial district.
