C++ Developer - Equities

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.

Work across teams to ensure alignment and deliver on business objectives. Key Skills: C++/Python Equities/Equity Derivatives Options, Options Pricing, Managing Pricing Solid understanding of pricing models and stochastic processes. Familiarity with risk measures such as VaR, P&L forecasting, and sensitivities.

Desirable: 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.

Degree in Mathematics, Finance, or a related field. This is a contract role paying up to £1050 per day inside IR35 via an umbrella. You will be required to attend the office in London up to 2 times per week.

Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management.