Senior C++ Developer - Derivatives
6 days ago
London
Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management. I am seeking an experienced C++/Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure for pricing, risk management, and P&L calculation. You will collaborate with Quantitative Modellers to enhance core models and ensure compliance with regulatory standards. Key Responsibilities: • Develop and optimize systems for pricing, risk, and P&L calculations., • Partner with Quantitative Modellers to refine pricing models and tools., • Create solutions to meet regulatory reporting requirements (FRTB IMA)., • Contribute to both end-of-day and Real Time risk and P&L calculations., • Build and maintain data pipelines for market data and pricing support., • C++/Python, • Equities/Equity Derivatives, • Options, Options Pricing, Managing Pricing, • Solid understanding of pricing models and stochastic processes., • Experience working with large data sets and distributed systems., • Knowledge of Equity Derivatives and their pricing mechanisms., • Advanced Excel skills and familiarity with CI/CD workflows. Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management.