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Nicoll Curtin
Senior C++ Developer - Derivatives

Senior C++ Developer - Derivatives

On site

London, United kingdom

£ 1,050 /day

Senior

Freelance

01-10-2025

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Skills

Python Risk Management CI/CD C++ Mathematics

Job Specifications

Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management.
I am seeking an experienced C++/Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure for pricing, risk management, and P&L calculation. You will collaborate with Quantitative Modellers to enhance core models and ensure compliance with regulatory standards.
Key Responsibilities:
Develop and optimize systems for pricing, risk, and P&L calculations.
Partner with Quantitative Modellers to refine pricing models and tools.
Create solutions to meet regulatory reporting requirements (FRTB IMA).
Contribute to both end-of-day and Real Time risk and P&L calculations.
Build and maintain data pipelines for market data and pricing support.
Work across teams to ensure alignment and deliver on business objectives.
Key Skills:
C++/Python
Equities/Equity Derivatives
Options, Options Pricing, Managing Pricing
Solid understanding of pricing models and stochastic processes.
Familiarity with risk measures such as VaR, P&L forecasting, and sensitivities.
Desirable:
Experience working with large data sets and distributed systems.
Knowledge of Equity Derivatives and their pricing mechanisms.
Advanced Excel skills and familiarity with CI/CD workflows.
Degree in Mathematics, Finance, or a related field.
This is a contract role paying up to PS1050 per day inside IR35 via an umbrella. You will be required to attend the office in London up to 2 times per week.
Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management.

About the Company

Nicoll Curtin is a global company with 25 years of experience in connecting outstanding talent with industry leading companies within verticals of technology and change. We work with our customers to understand their aspirations and to ensure we achieve them together. Know more