Quantitative Developer

Financial Services Firm is hiring for a Quantitative Developer with either C# / Python. This is a permanent role based in the City. Salary range is between £75K - £90K, depending on skills and experience.

You will be responsible for analysing, understanding and implementing derivative models and risk management procedures for various asset classes including Equity, FX, Rates, Credit. You will have an understanding of stochastic calculus and basic asset pricing, and experience of coding, writing models in C# / Python. You will have practical working knowledge in Financial models for exotic derivative products in IR / FX / Credit / Equities. For this role, strong Product knowledge within IR Swap is essential.

Experience in derivative contracts pricing models:
- All asset classes except Commodities are of interest, and of course the wider the exposure the better;
- Pricing would include also calculation of basic risk metrics, such as Greeks;
- Experience in either development or validation would be relevant.

The implementation stage is expected to require both an initial prototyping of the models as well as its integration/re-engineering within a production-level environment with additional existing libraries.

It would be ideal if you had ANY of the following experience: Basel, Dodd-Frank, EMIR, MiFID, Model validation (market, credit or operational risk), market risk management, calculation methodology of PFE CVA, FVA, liquidity risk management, CCP, ETD and derivative clearing processes, margining methodology, Machine Learning/AI, etc.

Please apply for immediate interview!

The JM Group is operating and advertising as an Employment Agency for permanent positions and as an Employment Business for interim / contract / temporary positions. The JM Group is an Equal Opportunities employer and we encourage applicants from all backgrounds.