Professional Services

Quantitative Developer - C# and Python

Financial Services Firm is hiring for a Quantitative Developer with both C# and 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# and 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.

Experience in Python and C# - the expected workflow is to prototype pricing models in Python, and later help with the integration of a 3rd-party model in C#.

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.

You will ideally hold a PhD or Masters degree in a numerate subject such as Mathematics, Financial Mathematics, Physics, Engineering with 3-5 years experience as a Quantitative Developer / Analyst. Strong mathematical skills required for this role. Demonstrable experience and knowledge of Interest Rate Swaps combined with pricing and model validation.

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.