Senior Quant Developer

ROLE DESCRIPTION :

Equity Derivatives Quants (a division of Global Banking and Markets) are looking for an experienced C++ / Python developer specialising in Structured Equity Derivatives with the ability to lead small teams. The candidate will be expected to :

• Assist the design and implementation of pricing, risk and P&L infrastructure surrounding the core pricing library
• Take the lead in delivering large components of that strategy, directing junior members of the team. Working with our IT organisation on their foundation components and ensuring they can run the platform to meet SLAs.
• Assist the Quantitative Modellers to develop the core pricing library
• Direct the development of the Quantiative tooling required to support the platform

The role will cover the following agendas :

The candidate should expect to have day-to-day interactions with the trading desk, other quants, the Risk and Finance departments, and technology teams. While the role is London based, the team and clients are located globally with presence in London, Paris, Hong Kong and Bangalore. Occasional travel may be required.

Essential Certifications, Qualifications and Experience (For the Job - not the Job holder. Minimum requirements of the Job) :

Desirable Knowledge, Skills & Experience :

(ref : hirist.tech)