Job Details

Quantitative Strategic Analytics Developer - Equities


Posted: 22 hours ago


Equity Quantitative Strategic Analytics Developer - VP level

London based

This group is responsible for delivering applications to solve quantitative problems for Investment Banking trading businesses. You will be part of the Strats team delivering enhancements and extensions to the strategic platform. Development work will be done in C++ and Python. You will be responsible for analyzing, designing and developing quantitative functionality across trade pricing, valuation, risk and Profit & Loss (P&L), marking, calibration and automated controls functionality in the platform.


  • Responsible for performing analysis, design and development of quantitative valuation, risk and P&L, marking, calibration and controls functionality in the platform using C++ and Python.
  • Responsible for working closely with trading, quants and other stakeholders to understand requirements and deliver robust, reliable and performant solutions.
  • Supporting the business through a support rota including investigating queries and issues.


  • Experience delivering quantitative solutions in a front office environment for Rates/Credit/Equity Derivatives products, Convertible Bonds, Exchange Traded Funds or Structured Notes.
  • Good understanding of derivatives products, risk and P&L, market data and calibrations.
  • Experience of server-side development in Python and C++.
  • Experience developing front-office risk and P&L/pricing applications.
  • Experience with volatility calibration or dividend fitting beneficial.

Job Details

Full Time
London, United Kingdom