Python Quant Developer - Python, Equities, Equity Derivatives, Pricing, Visual Studio 2017, Algorithms, C++, Quant Finance, Risk Management.
I am seeking an experienced Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure for pricing, risk management, and P&L calculation. You will collaborate with Quantitative Modellers to enhance core models and ensure compliance with regulatory standards.
Key Responsibilities:
* Play a key role in building and refining the platform’s quantitative tools and supporting infrastructure.
* Work closely with quants to advance the core pricing framework and integrate new modelling capabilities.
* Design and deliver robust product models tailored to both pre-trade analysis and post-trade processes.
* Contribute to the creation of reliable data and pricing pipelines that interact seamlessly with the platform’s central library.
* Champion quality across the team by encouraging strong engineering practices, overseeing testing standards, and mentoring less experienced colleagues.
* Collaborate with the IT organisation to align with their foundational systems and ensure the platform meets operational and SLA requirements.
Key Skills:
* Python
* C++
* Equities/Equity Derivatives
* Options, Options Pricing, Managing Pricing
* Solid understanding of pricing models and stochastic processes.
* Familiarity with risk measures such as VaR, P&L forecasting, and sensitivities.
* CI/CD Pipelines
* Visual Studio 2017
Desirable:
* Experience working with large data sets and distributed systems.
* Knowledge of Equity Derivatives and their pricing mechanisms.
* Advanced Excel skills and familiarity with CI/CD workflows.
* Degree in Mathematics, Finance, or a related field.
This is a contract role paying up to £1050 per day inside IR35 via an umbrella. You will be required to attend the office in London up to 2 times per week.
Python Quant Developer - Python, Equities, Equity Derivatives, Pricing, Visual Studio 2017, Algorithms, C++, Quant Finance, Risk Management.