Quantitative Software Developer

7 days ago


London, Greater London, United Kingdom CMC Markets Full time

About the Company

CMC Markets is a global leader in online financial trading, offering a comprehensive range of financial instruments and services. Our cutting-edge technology and innovative approach have made us a household name among traders and investors worldwide.

The Role

We are seeking a highly skilled Pricing and Risk Engineer - Derivatives to join our Derivatives' team. The successful candidate will be responsible for designing and developing pricing and risk components to support our market-making business across multiple asset classes.

Key Responsibilities

  • Design and develop complex mathematical models for derivatives valuation and risk assessment.
  • Collaborate with senior developers to integrate third-party solutions within the Derivatives unit.
  • Mentor junior members of the team and provide training on best practices and software development methodologies.
  • Support business functions in their day-to-day activities, investigating incidents and proposing innovative solutions.
  • Maintain personal and professional development to meet the changing demands of the role, including relevant regulatory and legislative training.

Requirements

  • Strong proficiency in OOP languages, Python, and C++. Proficiency in Java is a plus.
  • Derivatives valuation, risk models, and volatility calibration methodologies.
  • Excellent problem-solving skills and experience with object-oriented programming.
  • In-depth knowledge of core financial concepts and mathematics.
  • Proven experience in a comparable role within the Financial industry.

What We Offer

  • A competitive salary of £100,000 - £140,000 per annum, depending on experience.
  • An exciting opportunity to work with a leading company in the fin-tech industry.
  • A collaborative and dynamic work environment.


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