£750 - £950 per day
Contract Spy
Hybrid (London Area, United Kingdom)
Role Title: Equity Derivatives Quant Developer
Duration: 6 month contract
Location: London, Hybrid
Rate: up to £950 p/d Umbrella inside IR35
Role purpose / summary
3-7 years working as a Quantitative Developer and collaborating with quant modelers, IT development, other risk departments
A degree in mathematical finance, science or maths from a top tier university
Knowledge of the standard pricing models used in the investment banking industry
Five or more years Python experience required
Knowledge of distributed computing and serialisation techniques
Test-drive development and automated CI/CD pipelines
Knowledge of C++ or RUST
Desirable Knowledge, Skills & Experience
Knowledge of instrument pricing, sensitivity calculations, VaR, ES and other risk measures.
Knowledge of the main instruments used in Equities and Equity Derivatives
Good knowledge of Excel
Experience of...