Hybrid Front-Office Quant, Equity Derivatives Pricing in C++
- Location
- Greater London, England, United Kingdom
derivatives modelling with large-scale C++ development to build production-grade analytics libraries used by traders and structurers. The role involves pricing models (Monte Carlo, PDEs), real-time analytics, and collaboration with traders, structurers, and technology teams in a hybrid, front-office setting. #J-18808-Ljbffr ...