Quantitative Developer - Options
Quantitative Developer OptionsHybrid working130.000-180,000Quant Capital is urgently looking for an Options Quant Developer to join a high profile FinTech in London.Our client is an established yet rapidly expanding financial services firm that has built a global network allowing investors to analyse and collaborate on investments. Their innovative approach is reshaping the industry by making investments transparent, empowering investors to make confident and informed decisions and holding financial institutions accountable to investors. They are backed by several major banks.This role is a key hire for their continued success and would ideally suit an independent worker who enjoys a smaller team with a chance to make maximum impact. Apply now to join a team of exceptional engineers and industry experts.The RoleWorking individually and with developers to create, develop and implement complex pricing and risk models.Yield Curve modellingOptions ValuationsUse stochastic calculus, partial differential equations, Monte Carlo simulations, statistics, and numerical algorithms for quantitative analysis.Develop production-ready code using object-orientated programming.Skills and ExperienceMinimum of 8 years’ experience in financial markets focused on trading and risk management within the Options spaceOptions valuationsYield curve modellingMSc or PhD in a STEM subjectGood C++ including C++ 11/14PythonVersion control such as Git/GithubExperience in yield curves constructionKnowledge of fixed income performance attribution methodologiesThe environment is that of Facebook or Google, relaxed open with time to think and make the right decisions. The atmosphere is calm and relaxed with an open dress code. This is a role for techies, those who are motivated by the sharp end of technology and the possibility of making serious money doing something you are passionate about.Join our client’s dynamic team and contribute to their mission of reshaping the financial markets with their groundbreaking global financial network.