Derivative Pricing Specialist

1 week ago


London, Greater London, United Kingdom The JM Longbridge Group Full time
Job Description

The JM Longbridge Group is seeking a highly skilled Quantitative Developer to join our team in the City. This is a permanent role with a salary range of £95K - £120K, depending on skills and experience.

The successful candidate will be responsible for analyzing, understanding, and implementing derivative models and risk management procedures for various asset classes, including Equity, FX, Rates, and Credit. A strong understanding of stochastic calculus and basic asset pricing is essential, as well as experience with coding, writing models in C++, C#, and/or Python.

  • Experience in derivative contracts pricing models, including calculation of basic risk metrics, such as Greeks;
  • Experience in either development or validation of financial models;
  • Proficiency in C# / C++ / Python programming languages;

The ideal candidate will hold a PhD or Masters degree in a numerate subject, such as Mathematics, Financial Mathematics, Physics, or Engineering, with 3-5 years of experience as a Quantitative Developer / Analyst. Strong mathematical skills are required for this role.

The successful candidate will be responsible for:

  • Developing and implementing derivative models and risk management procedures;
  • Analyzing and understanding complex financial data;
  • Collaborating with cross-functional teams to drive business growth;

We offer a competitive salary and benefits package, as well as opportunities for professional growth and development.



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