Overview
In this Quant Developer role, you will design, develop, and test derivative pricing models and risk-management solutions to support cross-asset trading. You’ll contribute to model development, library creation, and implementation work including data interfaces and reports. The role emphasizes ownership of product development for a leading financial services client in Central London. You will work within a team building cutting-edge applications that scale with the firm’s analytics and trading capabilities. This is an opportunity to shape models and systems for global institutions and funds.
Responsibilities
- Design, development, and testing of new derivative pricing models and risk management solutions
- Model development
- Library creation
- Implementation development including data interfaces, workflows and bespoke reports
Key requirements
- 2:1 or First Class Undergraduate degree in Computer Science, Mathematics, Finance, or other technical discipline
- BS and/or MS/PhD in Computer Science or other STEM major with relevant experience
- Strong software analysis, design and development skills
- Strong programming skills in C++ or similar object-oriented language
- Knowledge of relational databases and SQL
- Experience in or serious interest in finance and capital markets
- C++
- C#
- SQL
- relational databases
- object-oriented design
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