Vacancy detail

Quantitative Developer

£70 – £150

Location: United Kingdom (London – City of London, London) Type: Permanent

Equity Derivatives Quant Developer - VP level

London based

The Equity Derivatives Quantitative Analysis team creates, implements and supports the models for the Equity Derivatives Division. As part of the front office, the team supports the trading business in all quantitative aspects.

This is ideally for a VP level Quantitative Developer to join the Quantitative Development group and work on the analytics libraries used for Equity Derivatives pricing and risk-management.

Key Responsibilities:

You will report to the head of the Equity Derivatives Quant Development group. You will work on a variety of projects, designing and implementing code in C++ into the Equity Quant library to meet business and technical requirements. Some projects may be focused on a specific piece of functionality required by the Traders, while others may be aimed at implementing a department-wide strategy. You will be exposed to a wide variety of mathematical and computer sciences problems ranging from implementation optimisation to interface design. You will be fully integrated into the front office Quant team and will work in close collaboration with the Traders, Structurers and members of Technology.

Qualifications and Competencies:

  • Degree in computer science or a mathematical subject (Maths/Physics/Engineering etc).
  • Strong background in computer science is required. Significant experience in key languages (C++, C#, Java, Python) is vital (C++ is ideal) and exposure to mathematical finance, derivative pricing models, and numerical techniques for derivative valuation (Monte Carlo Methods, PDE solvers…) is preferable.
  • Show keen interest in the financial markets.
  • Show keen interest in implementation of models and the architecture of model libraries.
  • Strong teamwork capability.
  • Ability to focus on major projects, and deliver promptly, whilst juggling the day to day requirements that come up.
  • Ability to communicate progress and importance of projects to non-technical clients of the Library.
  • Front Office development experience is advantageous, particularly those with Equity Derivatives experience.

Reference: AMC/RLA?EqQD

Apply for this vacancy

Your CV will be sent to the selected department. At no time will your CV be sent outside of Anson McCade without your authorisation.

Your name

Your email address

Attach a file (CV formats accepted: .doc, .docx, .txt, .pdf)


Prior to submission of this form, the user acknowledges and accepts Anson McCade's Terms and Conditions of Use + Privacy Policy