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Quantitative Developer

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Quantitative Developer

  • Location:

    London

  • Sector:

    Software Engineering

  • Job type:

    Fixed Term Contract

  • Salary:

    £800 - £850 per day

  • Contact:

    Jack Tuffs

  • Contact email:

    JTuffs@mcgregor-boyall.com

  • Job ref:

    8278435738JT_1641315654

  • Published:

    22 days ago

  • Duration:

    6 months

  • Expiry date:

    2022-02-03

  • Startdate:

    asap

Python, Quant, Pricing, Model Development, Derivatives

My client are one of the largest global investment banks operating within the London marketspace, seeking an experienced Quantitative Developer to join the FX Derivatives and Risk sector of the business. This team, within the FICC area of the bank, has some of the best developers within finance working on business-critical applications for revenue generation.

The role itself sits within a highly agile area of the bank, working towards the delivery of an F2B programme for FX Options. You will be involved in pricing model development (Black Scholes) amongst other things.

This role is only eligible for candidates who can work in the UK without visa sponsorship. Currently working model is fully remote with the future plan being 2-3 days a week from home.

Required Skills:

- Excellent development skills, ideally in Python but C#, C++ or Java are also welcome

- Prior experience as a Quant Developer (min 7 years)

- Prior experience of financial derivatives

Nice to have extras:

- Good experience working within either FX or FX Options

- Scrum/Kanban

- Prior financial modelling experience

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.