Quantitative Developer

A leading multi-strategy hedge fund is looking to hire a Quantitative Developer with a deep understanding of derivatives pricing on a contract basis. Joining the global front office development team, you will be responsible for building pricing models for their macro trading business and advising new ways to improve their approach to pricing and analytics.The team is currently working on a number of high profile projects that involves rebuilding their pricing technology stack and approach to pricing. This means the successful Quantitative Developer will have a lot of opportunity to make an impact on the research and investment process from day one, working directly with traders, analysts and quantitative researchers.RequirementsPhD/MSc in Mathematics, Financial Mathematics or similarStrong programming skills (ideally with Java, but other OO languages will be considered)Expert knowledge of derivatives pricing (yield curves, stochastic process, black-scholes)Strong knowledge of FX, Interest Rates and/or Fixed Income marketsThis will be an initial 6 month rolling contract, outside of IR35.Not quite right for you? Refer someone you know and earn up to £500 when they complete a face-to-face or video interview through Referment.