Equity Derivatives Quant Developer

Il y a 23 heures

Paris, Île-de-France Quanteam UK Temps plein

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.

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