C++/Python Quantitative Developer - Cross Asset XVA and Capital Analytics (Vice President)
Location(s): London, England, United Kingdom
GBP 90K-110K (estimate) Executive-level Full Time
Tasks
- Assess risk/reward of transactions
- Collaborate with traders and structurers
- Create implement and support quantitative models
- Develop analytics libraries for pricing and risk management
- Develop pricing models using numerical techniques
- Ensure adherence to code of conduct and plan of supervision
- Obtain and maintain required registrations and licenses
- Partner with legal compliance market risk and audit for governance
- Run Monte Carlo valuation
- Solve partial differential equation valuation
Perks/Benefits
- N/A
Skills/Tech-stack
C Sharp | C++ | Differential Equations | Java | KDB | Mathematical Finance | Monte Carlo | NET | Numerical analysis | Object-Oriented | Object-oriented design | Partial differential equations | Probability | Python | SQL | Statistics
Education
Roles
Analyst | Developer | Quantitative Analyst | Quantitative Developer
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