Commodities Quantitative Developer – Contract

Location: London, England, United Kingdom

Salary: £750 - £800 per day

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