Equity Derivatives Quant Developer

About the role

Develop and support pricing, risk, and P&L infrastructure and tooling for the structured equity derivatives platform, working with quantitative modelers on the core pricing library. Deliver FRTB IMA reporting infrastructure and build end-of-day and intraday calculations and market data pipelines, coordinating with trading, risk, finance, and technology teams. Requires at least five years of quantitative finance, IT development, or trading-environment experience, a degree in mathematical finance, science, or mathematics from a top-tier university, and knowledge of investment banking pricing models. Candidates must have at least five years of C++ and Python experience and experience with test-driven development and automated CI/CD; knowledge of equity derivatives, risk measures, and numerical methods is also relevant.