Quantitative Developer
City of London, London, United Kingdom
Cititec
Finance, or Commodities (energy, oil, gas, power, etc). Advanced degree (MSc/PhD) in Maths, Physics, Financial Engineering, or related field. Deep understanding of option pricing theory (Black-Scholes, local/stochastic volatility, Monte Carlo). Expert Python developer with strong numerical and vectorized coding skills (NumPy, SciPy, Pandas). Experience building and calibrating volatility surfaces and More ❯
Posted: