Quantitative Developer – Options

Overview

In this role, you will develop pricing and risk models for options within a high-caliber fintech. You’ll work with a tight, expert team to implement yield curve methods and valuations, using advanced quantitative methods. Your work will translate into production-grade code in a fast-growing financial network designed to increase transparency and enable informed investor decisions. This is a hands-on, independent role with potential for significant impact in a dynamic environment.

Pay / Benefits

• hybrid working
• competitive salary
• dynamic, expert team
• global network exposure

Responsibilities

• Create and implement complex pricing and risk models for options
• Develop yield curve modelling techniques
• Perform options valuations
• Apply stochastic calculus, PDEs, Monte Carlo, statistics, and numerical methods for quantitative analysis
• Produce production-ready, object-oriented code

Key requirements

• 8+ years in financial markets focused on trading and risk management within the Options space
• Options valuations
• Yield curve modelling
• MSc in STEM
• Proficient in C++ (C++11/14)
• Python
• Git/GitHub version control
• Experience in yield curves construction
• Knowledge of fixed income performance attribution methodologies

• independence
• analytical thinking
• team collaboration
• C++11/14
• Python
• Monte Carlo simulations

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