Quantitative Developer
london, south east england, united kingdom
Huxley
London. For further information about this position please apply. Key contributor to new e-trading platform buildout effort, leading the implementation of pricing and curve construction analytics in Python & C#. Developed market-making models in collaboration with traders. Play a central role in specifying and designing tooling and … E-Trading Engineering on the architecture design for low-latency systems leveraging fast optimizers and algorithmic automatic differentiation (AAD). · Develop and maintain yield curve modelling frameworks for pricing and risk management of linear interest rate products (swaps, bonds, futures) and cross-currency swaps. Engage in strategic discussions with More ❯
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