76 to 76 of 76 C++ Jobs in London

team, you will: Design, build and enhance pricing models for Structured Rates Exotic derivatives . Develop and improve production pricing libraries. Work with production C++ pricing libraries using Python . Assess pricing model assumptions, methodologies and documentation. Debug production code and implement model enhancements. Work closely with Trading, Quant Research … Rates Exotic pricers and pricing libraries is essential. Strong understanding of derivative pricing, stochastic models and risk-neutral valuation. Strong Python skills are required. C++ experience is highly desirable. Previous Front Office Quant or Model Validation experience. Degree in Mathematics, Financial Mathematics, Physics or another highly quantitative discipline. The Opportunity ...