Quantitative Data Engineer – Front Office Pricing & Risk
Summary
Builds and deploys quantitative pricing and risk models for an investment-banking front office using C++ and Python.
Nicoll Curtin is seeking a highly skilled Quantitative Analytics professional to support trading strategies, risk management, and decision-making within investment banking. You will develop and implement quantitative models, work with IT to deploy pricing tools, and provide front office infrastructure support in C++ and Python.
The role requires a Master’s in a quantitative field, 6+ years in top-tier financial services, and deep experience in exotics pricing.