FX Options Quantitative Developer (Assistant Vice President)
- Location
- Greater London, England, United Kingdom
Options products. Design and implement quantitative pricing models using numerical techniques including Monte Carlo methods and partial differential equation solvers. Develop production software using C++ and Python, applying object‐oriented design principles and performance optimisation techniques including hardware acceleration. Work closely with traders and structurers to translate business requirements into … outputs and system behaviour align with the firm’s risk and conduct standards. What we’ll need from you Demonstrated software engineering ability in C++ and Python with practical experience. Knowledge of statistics, probability theory, and their application to the evaluation and risk assessment of complex financial instruments. Ability ...