Quantitative Developer - Pricing

Our client is a leading Global Hedge Fund who are looking to hire a Quantitative Developer to join their growing Quantitative Pricing team in their London Office. You will work closely with both investment and business teams, assisting in the rollout and maintenance of a new pricing engine and the creation of new models.

Job Responsibilities:

  • Design and develop a new derivatives pricing library.
  • Design and implement new models
  • Assess model risk
  • Assist traders and QR's in providing valuations.

Requirements:

  • Competent coding skills in C++ and Python
  • Working knowledge of either Equities, Options, FX, IR, Volatility or Strat Arb
  • 1+ yrs of professional experience within a fund or Investment Bank
  • A desire to specialise as a developer
Apply Now
Apply Now

Job Details

Company
Aurum Search Limited
Location
Slough, Berkshire, UK
Employment Type
Full-time
Posted