Quantitative Developer

Salary: £40,000 - 67,500 per year Requirements: Strong hands-on background in production-grade Java is a strict requirement. Strong Python skills are welcome. Deep understanding of curve building, bootstrapping, financial date mechanics, and cash flows. Strong OTC derivatives expertise, specifically with variance swaps, volatility swaps, and knocking knockouts. Proven ability to implement advanced numerical methods such as Monte Carlo. Senior quant engineer profile with experience translating c…