Equity Derivatives Quant Developer - Leaving Investment Bank
London, United Kingdom
Nicoll Curtin Technology
CI/CD Solid understanding of pricing models and stochastic processes. Familiarity with risk measures such as VaR, P&L forecasting, and sensitivities. Degree in Mathematics, Finance, or a related field. Desirable: Experience working with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing More ❯
Employment Type: Contract
Rate: GBP Annual
Posted: