Quant Developer - Python/C++/Derivatives
- Contract
Quantitative Developer - Python/C++ – sought by leading investment bank based in Canary Wharf – Hybrid – Contract
*inside IR35*
The role would entail writing and testing code for derivative models and includes the following responsibilities:
- Implement code for pricing and risk in derivatives pricing libraries
- Perform tests and analyse results
- Work with quants and quant devs, seeking guidance and discussing issues as needed
- Track progress and timings on the work
- Report within quant group on resourcing and timings issues
- Minimum of 5 years relevant experience in a global banking environment
- Knowledge of Python and/or C++
- Financial markets product knowledge
- Experience of commodities or interest rate products (desirable)
Please apply within for further details and the job description
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