Python Quant Developer - Equity Derivatives
Posted 1 day ago by Nicoll Curtin
£1,050 Per day
Inside
Hybrid
London Area, United Kingdom
Summary: The Python Quant Developer role at a leading investment bank in London involves building and optimizing infrastructure for pricing, risk management, and P&L calculation. The position requires collaboration with Quantitative Modellers to enhance core models while ensuring compliance with regulatory standards. The developer will also focus on creating robust product models and reliable data pipelines. This contract role emphasizes strong engineering practices and mentoring within the team.
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.
Salary (Rate): £1050 daily
City: London
Country: United Kingdom
Working Arrangements: hybrid
IR35 Status: inside IR35
Seniority Level: undetermined
Industry: IT
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.