Commodities Quant Developer - Contract

  • Location:

    London, England

  • Sector:

    Risk

  • Job type:

    Temporary

  • Salary:

    £750 - £800 per day

  • Contact:

    Martin Deavin

  • Job ref:

    MD93709827903_1540389502

  • Published:

    19 days ago

  • Duration:

    6 Months

  • Expiry date:

    2018-11-23

  • Startdate:

    ASAP

  • Consultant:

    Scott Nye

Commodities Quantitative Developer - Contract

Reporting to the Head of Quantitative Analytics, support the QA team to provide high-quality model development that support front office pricing and risk management of complex and structured products; to carry out quantitative analysis of complex trading to help traders to maximise value and manage risk; to assist originators in development of new products

  • Support the Quantitative Analytics team to provide high-quality model development that support front office pricing and risk management of complex and structured products; to carry out quantitative analysis of complex trading to help traders to maximise value and manage risk; to assist originators in development of new products.
  • Competencies:
    • Software development
    • Python
    • Algorithms and data structures
    • Object modelling and design patterns
    • Systems architecture
    • User-interface design
    • Strong personal skills
    • Financial Mathematics
    • Numerical Analysis