Python Developer - Equity Derivatives

Python, Equities, Equity Derivatives, Pricing, Visual Studio 2017, Algorithms, C++, Quant Finance, Risk Management.

I am seeking an experienced Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure for pricing, risk management, and P&L calculation. You will collaborate with Quantitative Modellers to enhance core models and ensure compliance with regulatory standards.

Key Responsibilities:

• Play a key role in building and refining the platform's quantitative tools and supporting infrastructure.
• Work closely with quants to advance the core pricing framework and integrate new modelling capabilities.
• Design and deliver robust product models tailored to both pre-trade analysis and post-trade processes.
• Contribute to the creation of reliable data and pricing pipelines that interact seamlessly with the platform's central library.
• Champion quality across the team by encouraging strong engineering practices, overseeing testing standards, and mentoring less experienced colleagues.
• Collaborate with the IT organisation to align with their foundational systems and ensure the platform meets operational and SLA requirements.

Key Skills:

• Python
• C++
• Equities/Equity Derivatives
• Options, Options Pricing, Managing Pricing
• Solid understanding of pricing models and stochastic processes.
• Familiarity with risk measures such as VaR, P&L forecasting, and sensitivities.
• CI/CD Pipelines
• Visual Studio 2017

Desirable:

• Experience working with large data sets and distributed systems.
• Knowledge of Equity Derivatives and their pricing mechanisms.
• Advanced Excel skills and familiarity with CI/CD workflows.
• Degree in Mathematics, Finance, or a related field.

This is a contract role paying up to £1050 per day inside IR35 via an umbrella. You will be required to attend the office in London up to 2 times per week.

Python, Equities, Equity Derivatives, Pricing, Visual Studio 2017, Algorithms, C++, Quant Finance, Risk Management.