Director Equity Derivatives Quant Developer

Global Bank, London, Full Time, Hybrid Working

Our client is looking for a proven technical ability coupled with leadership and managerial experience.

You will bring 7-10 years working as a Quantitative Analyst developing models in quantitative finance, IT development, or a trading environment.

  • A degree in mathematical finance, science or maths from a top tier university, 5+  years C++ experience (preferably using Visual Studio 2017), 3+ years Python experience required.
  • Knowledge of the standard pricing models used in the investment banking industry, previously developed coding standards and extensive experience in CI/CD pipelines
  • Experience of developing multi-component architectures, knowledge of distributed computing and serialisation techniques
  • Knowledge of the main instruments used in Equities and Equity Derivatives, instrument pricing, sensitivity calculations, P&L prediction, P&L explain, VaR, ES and other risk measures.
  • Ability to work in fast-paced environment with proven ability to handle multiple outputs at one time

To enquire about this role, please tell us a bit more about yourself by answering the questions below.

The purpose of these questions is to collect data to help measure the diversity of our candidates. This data will is confidential. The details given are kept separately from the information used in recruitment decisions. It will not be used in any way to influence recruitment decisions. The information is to be used for statistical purposes.