Quantitative Developer
City, London, United Kingdom
Lithe Transformation
curve bootstrapping, and risk measures (Greeks, sensitivities, VaR). Background in pricing and risk models for commodities or equity derivatives. Familiarity with cloud-based compute environments (AWS ECS, Lambda, S3) and DevOps tools (Git, Jenkins, Docker/Kubernetes). Knowledge of C++ or C# for potential model integration advantageous. Ability to interpret and implement quantitative research efficiently and transparently. More ❯
Employment Type: Contract
Rate: GBP Daily
Posted: