Quantitative Developer
City, London, United Kingdom
Lithe Transformation
Develop and maintain Python pricing and risk libraries covering vanilla and structured options across commodities and equities. Implement and calibrate models such as Black-Scholes, Heston, SABR, and Monte Carlo-based approaches for structured instruments (APOs, CSOs, ULDs, P1X). Design and maintain volatility surface calibration workflows, including interpolation, extrapolation, and smoothing. Collaborate with quantitative researchers More ❯
Employment Type: Contract
Rate: GBP Daily
Posted: