Equity Derivatives C++/Python Quant Developer

4 weeks ago


London, Greater London, United Kingdom Investigo Full time

Contract C++/Python Developer for Equity Derivatives - Inside IR Months


One of our global banking client's Equity Derivatives division is looking for a C++/Python developer
with experience in Structured Equity Derivatives.

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 regulatatory 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

Key Skills:

  • 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
  • Extensive C++ or Python experience (preferably using Visual Studio 2017)

Desired Skills:

  • 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
  • Previously experience with CI/CD pipelines

  • Derivatives Trader

    4 weeks ago


    London, Greater London, United Kingdom CMC Markets Full time

    CMC Markets is looking for a Derivatives Trader to join their dynamic Derivatives trading team. This role will mainly focus on Equity Index Derivatives while also involving other areas, offering a diverse and fast-paced environment within a key business initiative.Engage in pricing and hedging activities related to Equity Derivatives.Manage various exposures...

  • Derivatives Trader

    2 weeks ago


    London, Greater London, United Kingdom CMC Markets Full time

    CMC Markets is looking for a Derivatives Trader to join their dynamic Derivatives trading team. This role will mainly focus on Equity Index Derivatives while also involving other areas, offering a diverse and fast-paced environment within a key business initiative.Engage in pricing and hedging activities related to Equity Derivatives.Manage various exposures...

  • Quant Risk Manager

    3 weeks ago


    City Of London, UK, Central London, United Kingdom Quant Capital Full time

    Quant Market Risk ManagerHybrid 4 days per week£130,000 plus 30%Quant Capital is urgently looking for a Quant Market Risk Manager to join our high profile client.Our client is a well-known major global exchange.We are looking for a Risk Manager to shape risk management practice at one of the largest futures and options clearing houses in the world. This...

  • Quant Risk Manager

    2 weeks ago


    City Of London, UK, Central London, United Kingdom Quant Capital Full time

    Quant Market Risk ManagerHybrid 4 days per week£130,000 plus 30%Quant Capital is urgently looking for a Quant Market Risk Manager to join our high profile client.Our client is a well-known major global exchange.We are looking for a Risk Manager to shape risk management practice at one of the largest futures and options clearing houses in the world. This...

  • Lead Quant Developer

    1 month ago


    London, Greater London, United Kingdom Paragon Alpha - Hedge Fund Talent business Full time

    Systematic Commodities - Lead Quant Developer - Python/C#All candidates should make sure to read the following job description and information carefully before applying.Our client are a 20BN AUM hedge fund with global reach and a multi-strategy approach to investing. After an exceptional last few years, resulting in 5BN added to their AUM, we have been...

  • Lead Quant Developer

    2 weeks ago


    London, Greater London, United Kingdom Paragon Alpha - Hedge Fund Talent business Full time

    Systematic Commodities - Lead Quant Developer - Python/C#All candidates should make sure to read the following job description and information carefully before applying.Our client are a 20BN AUM hedge fund with global reach and a multi-strategy approach to investing. After an exceptional last few years, resulting in 5BN added to their AUM, we have been...

  • XVA Quant

    1 month ago


    London, Greater London, United Kingdom Aston Carter Full time

    XVA Quantitative AnalystA Leading Investment Bank has an immediate requirements for a Quantitative Analyst to join their team. This is an exciting new opportunity to work on XVA pricing models as well as contributing to a C++ Quant Library. As part of the job you'll be developing and maintaining methodologies, and liaising with stakeholders across the...

  • XVA Quant

    2 weeks ago


    London, Greater London, United Kingdom Aston Carter Full time

    XVA Quantitative AnalystA Leading Investment Bank has an immediate requirements for a Quantitative Analyst to join their team. This is an exciting new opportunity to work on XVA pricing models as well as contributing to a C++ Quant Library. As part of the job you'll be developing and maintaining methodologies, and liaising with stakeholders across the...


  • London, Greater London, United Kingdom Barclays UK Full time

    LondonAs a Barclays Equity Derivatives Front Office Python Technical Lead, you will be owning, developing and shipping both regulatory and revenue generating and projects in addition to improving the existing system. As a technical lead, you will be responsible for more than just your own deliveries, but that of the team as well (part of that team would be...


  • London, Greater London, United Kingdom Barclays UK Full time

    LondonAs a Barclays Equity Derivatives Front Office Python Technical Lead, you will be owning, developing and shipping both regulatory and revenue generating and projects in addition to improving the existing system. As a technical lead, you will be responsible for more than just your own deliveries, but that of the team as well (part of that team would be...

  • FX Desk Quant

    2 months ago


    London, Greater London, United Kingdom IBU Consulting Pvt Ltd Full time

    Job Description: We are seeking a FX Desk Quant (also known internally as a Lead Securities Quantitative Analytics Specialist). As a FX Desk Quant you will assume a front office desk Quant role in London to closely support the Foreign Exchange ("FX") and non-USD Rates trading desk as part of the global modelling team. In particular, you need to have...

  • C++ Quant Developer

    2 weeks ago


    London, Greater London, United Kingdom Oxford Knight Full time

    Salary : Very competitiveThis is a unique opportunity at a highly ambitious market maker that provides high-frequency algorithmic trading involving crypto currencies / blockchain, as well as decentralized finance.They are looking for a highly experienced C++ Quant Developer to join the growing Options team, one of the biggest electronic trading desks in the...

  • Risk Manager

    1 month ago


    London, Greater London, United Kingdom Quant Capital Full time

    Quant Risk ManagerHybrid 3 days per week£140,000Quant Capital is urgently looking for a Quant Risk Manager to join our high profile client.Our client is a well-known major global exchange.We are looking for a Risk Manager to shape risk management practice at one of the largest futures and options clearing houses in the world.You will be joining a very...

  • Quantitative Research

    2 months ago


    London, Greater London, United Kingdom BNP Paribas Full time

    BNP Paribas Global Markets provides cross-asset investment, hedging, financing, research and market intelligence to corporate and institutional clients, as well as private and retail banking networks. Global Markets' sustainable, long term business model seamlessly connects clients to capital markets throughout 38 markets in EMEA, Asia Pacific and the...

  • Quantitative Research

    2 weeks ago


    London, Greater London, United Kingdom BNP Paribas Full time

    BNP Paribas Global Markets provides cross-asset investment, hedging, financing, research and market intelligence to corporate and institutional clients, as well as private and retail banking networks. Global Markets' sustainable, long term business model seamlessly connects clients to capital markets throughout 38 markets in EMEA, Asia Pacific and the...


  • London, Greater London, United Kingdom Tibra Capital Full time

    At Tibra our teams develop real world trading systems and apply quantitative financial methods to the most competitive Financial markets in the world.The QTD Accelerator Program is open to recent University graduates, applicants with up to 5 years' prior experience in quantitative trading or a similar field, and post-doctoral academics looking to transition...


  • London, Greater London, United Kingdom Axiom Software Solutions Limited Full time

    Role- Quantitative Analysis/ResearchLocation- London/Glasgowboth FTC/FTE) across locationPreferably Quant Research candidates from Credit/Derivatives/Equities/Exotic products. can you share the same ASAP.3days onsite is mandatory every week.Job responsibilities:You will work with senior stakeholders in the Credit Tech businesses, as well as technology and...


  • London, Greater London, United Kingdom Augmentti Full time

    Yes, this will pay high 6-figures... Yes, this is for an "elite quant trading firm"... Yes, they use modern / cutting-edge technology.but let me explain what makes this role unique...In short : greenfield project, existing PnL (but leaving millions on the table) so 0 risk, focusing on execution then growing a market-making business (which is high on the...


  • London, Greater London, United Kingdom Augmentti Full time

    Yes, this will pay high 6-figures... Yes, this is for an "elite quant trading firm"... Yes, they use modern / cutting-edge technology.but let me explain what makes this role unique...In short : greenfield project, existing PnL (but leaving millions on the table) so 0 risk, focusing on execution then growing a market-making business (which is high on the...

  • Quant Product Analyst

    2 weeks ago


    London, Greater London, United Kingdom Open Gamma Full time

    Quant Product Analyst About OpenGamma OpenGamma is a fintech scale-up dedicated to reducing the costs of trading. Using our deep quantitative expertise we are building a cutting-edge, cloud-based product to give derivatives users the ability to uncover hidden opportunities that enhance their returns. We have built and are continuing to grow a global client...