Quant Developer - Pricing Models - Python/C++

Posted 2 days 3 hours ago by Vertus Partners

Permanent
Not Specified
Other
London, United Kingdom
Job Description
Overview

Our client, a global Market Data organisation, is looking to hire a Quant Developer to work on their real-time data analytics platform. You will be in a team of front office business stakeholders including Quants, Data Scientists and Developers on a high profile cross-asset pricing build-out used both internally and externally.

The role will involve the development and integration of pricing models, so candidates need to have prior experience in this area from their current/previous roles.

Responsibilities
  • Develop and integrate pricing models for real-time analytics.
  • Collaborate with front office stakeholders including Quants, Data Scientists and Developers on a cross-asset pricing platform.
  • Work within a high-profile project to deliver pricing capabilities used internally and externally.
Qualifications
  • Prior experience building and integrating pricing models.
  • Background in real-time environments.
  • Strong knowledge of pricing analytics.
  • Experience in Python, Java or C++ (kdb+ is a bonus).
  • Exposure to execution and hedging algorithms is a plus.
Working model

This role operates on a hybrid working model and will require 2-4 days in the office.

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