full-time
Sr. Quant Developer
Capstone Investment Advisors
- Employer
- Capstone Investment Advisors
- Location
- London
- Working pattern
- on-site
About the role
You will be responsible for the quantitative modeling and pricing of exotic equity products and scripted payoffs. Additionally, you will implement high-performance Monte Carlo engines for complex path-dependent derivatives. Candidates must have 5+ years of experience in quantitative modeling and strong proficiency in C++ and at least one other modern programming language. A degree in a STEM field and direct experience working with equity trading desks are required.