Quantitative Developer

3 weeks ago

London, United Kingdom Nicoll Curtin Full time

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.

Play a key role in building and refining the platform’s quantitative tools and supporting infrastructure.
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.

Python
C++
Familiarity with risk measures such as VaR, P&L forecasting, and sensitivities.
Experience working with large data sets and distributed systems.
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.

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