Responsibilities
- Develop and enhance equity models and analytics
- Improve volatility surface construction, calibration and related analytics
- Partner closely with portfolio managers, traders and quantitative teams
- Build robust, scalable production solutions in C++ and Python
- Contribute to the ongoing development of a large-scale quantitative analytics platform
Requirements
- Strong background in equity modelling
- Experience with volatility modelling and vol surfaces
- Excellent C++ development skills
- Strong Python programming ability
- Experience delivering quantitative analytics in production environments
- Ability to operate effectively in a front office, investment-driven environment
Nice to Have
- Equity exotics experience
- Commodities modelling experience
- C# experience
- Buy-side or hedge fund experience
What's Different About This Role?
The team is specifically looking for a genuine modeller who can combine strong quantitative expertise with high-quality software engineering skills.
The challenge for the hiring team is finding individuals with both the modelling depth and engineering capability to thrive in a highly technical front office environment.
Rate:
£1,000/day
Location:
London
IR35 Status:
Inside
Remote Status:
Onsite
Industry:
Data & Analytics
Seniority Level:
Not Specified