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Date Added: Tue 12/01/2021

Quantitative Developer - C# - Options Pricing - Leading Fintech

London, UK
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Company: WESTBOURNE PARTNERS LTD

Job Type: Permanent

Salary: 250000.00 Annual

Quantitative Developer - C# - Options Pricing - Leading Fintech

I'm working with a rapidly expanding Fintech, backed by a major Hedge Fund, who are looking for a Quant Developer with industry knowledge of Option Pricing and strong C# programming skills.

The ideal candidate for this role will have a solid foundation in analytics and programming, building pricing/analytics modules. You must display clear experience working with C# with a good understanding of fundamental programming principles and strong understanding of derivatives of at least one asset class in this context. This role requires a rare combination of great software development skills but also a good understanding of derivative pricing (not necessarily quant analyst level).

My client is adding rich new features to their portfolio management system, taking it to industry leading standards and elevating it to be a massively scalable and reliable product.

Suitable Candidates Must Have:

  • Clear command of developing in C#
  • Experience of standard pricing models (eg Black Scholes)
  • Experience of Interest Rate Curves, Vol Surfaces and other Market Data
  • Strong understanding of derivatives of at least one asset class
  • Strong communication skills and collaborative approach to their work

The team have a mix of Quant Developers and software engineers bringing finance knowledge and enterprise scale software development.

The stack here is C# .NET Core 3.1 built services, calling into a C++ quant library, putting results out in React on the Front End.

Compensation is highly competitive for this role.

If you would like to be considered for this role and match the requirements above, please contact Kyle Jones at Westbourne Partners.

Quantitative Developer - C# - Options Pricing - Leading Fintech


Role: Quantitative Developer - C# - Options Pricing - Leading Fintech
Job Type: Permanent
Location: London,

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