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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