Quantitative Developer (232979-1)
- Hiring Organisation
- Randstad Technologies Recruitment
- Location
- Docklands, London, Australia
- Employment Type
- Contract
- Contract Rate
- £750 - £800/day
numerical techniques including Monte Carlo methods (with variance reduction), Tree/lattice methods, PDE approaches, and curve construction (bootstrapping/interpolation). High-Performance Engineering: Deliver low-latency, high-performance implementations optimised for large books and intraday risk. Codebase Evolution: Review, debug, and optimise existing quantitative codebases for correctness … Experience & Technical Skills 15+ Years of Hands-On Experience: A proven track record as a quantitative developer/engineer (bridging pure modeling and pure software engineering). Production Delivery: Proven experience personally authoring and deploying production pricing libraries, risk engines, exotic payoff models, or calibration frameworks. Cross-Asset ...