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Senior Quant Developer/Analyst - C++ - Rates, London
Client:
JM Group
Location:
London, United Kingdom
Job Category:
Other
EU work permit required: Yes
Job Reference:
348ae46021f8
Job Views:
11
Posted:
28.04.2025
Expiry Date:
12.06.2025
Job Description:
Financial Services Firm is hiring for a Quantitative Developer/Analyst with strong C++ and SABR/curve construction experience. This is a permanent role based in the City. The salary range is between £90K and £K, depending on skills and experience.
You will be responsible for analyzing, understanding, and implementing derivative models and risk management procedures for various asset classes including Equity, FX, Rates, and Credit. You should have an understanding of stochastic calculus and basic asset pricing, with experience in coding and developing models in C++. Experience with curve calibration algorithms is required.
Responsibilities include:
* Pricing derivative contracts and calculating basic risk metrics such as Greeks
* Development or validation of pricing models
* Applying C++ programming skills
Ideal candidates will hold a PhD or Master’s degree in a numerate subject such as Mathematics, Financial Mathematics, Physics, or Engineering, with 3-5 years of experience as a Quantitative Developer/Analyst. Strong mathematical skills are essential.
Please apply for an immediate interview!
The JM Longbridge Group operates as an Employment Agency for permanent positions and as an Employment Business for interim/contract/temporary roles. We are an Equal Opportunities employer and welcome applicants from all backgrounds.
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