Quantitative Engineer – Pricing and Risk Quantitative Engineer – Pricing and Risk …

Fourier Ltd
in London, United Kingdom
Permanent, Full time
Last application, 20 Apr 21
80,000 - 400,000
Fourier Ltd
in London, United Kingdom
Permanent, Full time
Last application, 20 Apr 21
80,000 - 400,000
Posted by:
Raffaele Gidoro • Recruiter
Fourier Ltd
Posted by:
Raffaele Gidoro
Recruiter
You will join a multi-year project to redevelop and modernize the full technology stack, encompassing pricing and other analytics, risk management, market data and trade capture and reporting.

You will be responsible for the build-out of functionality on the new platform, using a combination of Rust and Python. The project includes trade modelling and pricing, risk reporting, scenario analytics tools and market data processing. A proven track record of delivering high-performance software and quantitative analyses is advantageous.

Key skills:

  • Demonstrable, applied experience in creating and validating pricing and/or risk models
  • Understanding of Fixed Income products and derivatives
  • Excellence in applied programming skills – Python, Rust, C++ or other major languages
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