Quantitative Developer
- Location
- Greater London, England, United Kingdom
Models and Quantitative Data team in our London office! As a Quantitative Developer, you will design, develop, and test sophisticated models to value financial positions, construct quantitative datasets (e.g., curves, volatility cubes, correlation matrices), and calculate market risk metrics (e.g., VaR, greeks) in real-time across all asset classes. … cutting-edge risk and pricing models are trusted by some of the world’s most prestigious financial institutions, including global investment banks and multi-strategy hedge funds. Who will love this job A scientist – you are comfortable with numerical methods, linear algebra, partial differential equations, probability theory and statistics ...