FX Options Quantitative Developer (Assistant Vice President)
- Location
- Greater London, England, United Kingdom
maintaining the pricing and risk infrastructure that powers the FX Options trading desk. In this role, you will sit at the intersection of software engineering and quantitative finance, translating complex mathematical models into robust, production‐grade systems used by traders and structurers daily. This is an opportunity … Options products. Design and implement quantitative pricing models using numerical techniques including Monte Carlo methods and partial differential equation solvers. Develop production software using C++ and Python, applying object‐oriented design principles and performance optimisation techniques including hardware acceleration. Work closely with traders and structurers to translate business requirements ...