Equity Derivatives Quant Developer (C++/Python)
Posted
Global Banking and Markets Equity DerivativesQuants team seeks a C++ and/or Python quant developer specializing in Structured Equity Derivatives. You will help design and implement pricing, risk and P&L infrastructure around the core pricing library.
You will deliver calculation infrastructure for FRTB IMA reporting, develop end-of-day and intraday risk/P&L calculations, and build market data marking pipelines.