Quant Developer
- Hiring Organisation
- Huxley Associates
- Location
- London, United Kingdom
- Employment Type
- Permanent
- Salary
- £180000 - £200000/annum
SABR, SVI, Heston, or equivalent; arbitrage constraints and numerical stability in production Greeks and second-order risk: delta, gamma, vega, volga, vanna, theta; PnL attribution and daily risk reconciliation VaR, stressed VaR, and scenario analysis implementation; working knowledge of regulatory capital frameworks Commodity modelling: term structure, forward curve construction … pricing and risk system design - latency-aware implementation, incremental recalculation, and feed-driven revaluation Backtesting framework design: walk-forward validation, statistical significance testing, and performance attribution Production-quality Python and/or C++ - code an engineer can review, a CI pipeline can test, and an ops team ...