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Equity Derivatives Quant- Temp- Global Financial Services- Senior Role
I am working with a leading Financial Services firm looking for an Equity Quant Developer for a temporary contract position until the end of June, with potential for extension.
This role encompasses various crucial projects, such as developing calculation infrastructure for FRTB IMA regulatory reporting, designing end-of-day and intraday risk and P&L calculations, and creating market data marking pipelines. The position involves regular interaction with trading desks, quants, Risk and Finance departments, and technology teams.
The successful candidate will join the Equity Derivatives Quants division, focusing on Structured Equity Derivatives. Key responsibilities include assisting with the design and implementation of pricing, risk, and P&L infrastructure, supporting Quantitative Modellers in core pricing library development, and creating quantitative tools to support the platform
Essential qualifications include 3-7 years of experience as a Quantitative Developer in finance, IT, or trading, a degree in mathematical finance, science, or maths from a top-tier university, and knowledge of standard pricing models in investment banking. The ideal candidate will possess strong C++ skills, with Python experience being advantageous. Financial knowledge, particularly in PNL/Risk, is essential, as is experience working in quantitative development within the banking sector. Familiarity with Equities and Equity Derivatives instruments, distributed computing, and serialisation techniques is advantageous.
If you meet the above set criteria, please apply or send your CV to (url removed)
In our company values we aim for equity at all stages of the recruitment process, please let us know if we can do anything to make the process more accessible to you.
