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Quantitative Engineer - Pricing and Risk

London, United Kingdom, £ £ 80000.00-400000.00 Annual Annual, Permanent

Description:

You will join a multi-year project to redevelop and modernize the full technology stack, encompassing pricing and other analytics, risk management, market data and trade capture and reporting.

You will be responsible for the build-out of functionality on the new platform, using a combination of Rust and Python. The project includes trade modelling and pricing, risk reporting, scenario analytics tools and market data processing. A proven track record of delivering high-performance software and quantitative analyses is advantageous.

Key skills:

  • Excellence in applied programming skills - Python, Rust, C++ or other major languages
  • Demonstrable, applied experience in creating and validating pricing and/or risk models
  • Understanding of Fixed Income products and derivatives

Job Details

1459658482
Full Time
London, United Kingdom
Permanent
£ £ 80000.00-400000.00 Annual Annual