Contract Equity Derivatives Quant Developer - C++/Python One of our Global Investment Banking clients is looking for several Equity Derivatives Quant Developers skilled in either C++ or Python. The candidate will be expected to: Assist the design and implementation of pricing, risk and P&L infrastructure surrounding the core pricing library Assist the Quantitative Modellers to develop the core pricing library Develop the Quantitative tooling required to support the platform The role will cover the following agendas: Delivery of the calculation infrastructure required for FRTB IMA regulatory reporting Design and development of end-of-day risk and P&L calculations allowing the retirement of the legacy vendor platform Design and development of intraday risk and P&L calculations Design and development of market data marking pipelines The candidate should expect to have day-to-day interactions with the trading desk, other quants, the Risk and Finance departments, and technology teams. Essential Certifications, Qualifications and Experience 3-7 years working as a Quantitative Analyst/Developer developing models in quantitative finance, IT development, or a trading environment A degree in mathematical finance, science or maths from a top tier university Knowledge of the standard pricing models used in the investment banking industry Two or more years C++ experience (preferably using Visual Studio 2017) Two or more years Python experience required Desirable Knowledge, Skills & Experience Background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required. Experience of data analysis Knowledge of the main instruments used in Equities and Equity Derivatives Knowledge of instrument pricing, sensitivity calculations, P&L prediction, P&L explain, VaR, ES and other risk measures. Knowledge of distributed computing and serialisation techniques would be desired: Good knowledge of Excel. Exposure to Google Protobuf Previously experience with CI/CD pipelines Ability to work in fast-paced environment with proven ability to handle multiple outputs at one time
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