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    Quantitative Developer - London, United Kingdom - Aurum Search Limited

    Aurum Search Limited
    Aurum Search Limited London, United Kingdom

    Found in: Jooble UK O C2 - 2 days ago

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    Description

    Job Description

    Our client is a Global Hedge Fund who are looking for a Quantitative Developer to join their London office.

    They are building a bespoke world-class pricing platform to be used across the firm to help build models and accurately price traded products. This individual will review and validate existing derivative pricing models and assist in the creation of new models for this brand-new pricing platform.

    You will work closely with the Front-Office, Traders and Analysts.

    Role

    • Review and evaluate existing models
    • Create new models
    • Collaborate with trading teams, risk teams and investment teams
    • Be responsible for assessing model risk by developing alternative benchmark models.

    Requirements

    • 3-10 years of professional experience within a bank or buy-side firm
    • Strong C++ and Python skills.
    • Experience in one or more asset classes.
    • Experience in derivative model validation and creation
    #J-18808-Ljbffr

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