Location: London (3 days/week hybrid)
Duration: 6-12 months (12-month scope)
The Role
Join a front-office team at a global financial institution building a brand-new capital markets valuation engine from scratch. This is a hands-on, individual contributor role-no black-box custodianship. You will read academic papers, build pricing models from the ground up, and directly defend your modeling choices.
Key Requirements
Technical: Strong Python skills are welcome, but a solid, hands-on background in production-grade Java is a strict requirement.
Math/Finance: Deep understanding of curve building, bootstrapping, financial date mechanics, and cash flows.
Products: Strong OTC derivatives expertise, specifically with variance swaps, volatility swaps, and knocking knockouts.
Execution: Proven ability to implement advanced numerical methods (e.g., Monte Carlo) and hit the ground running.
Apply
If you are a senior quant engineer who can translate complex math into high-performance code, please apply with your CV highlighting your "from-scratch" build experience. or share to saisaranya.gummadi@randstaddigital.com
Randstad Technologies is acting as an Employment Business in relation to this vacancy.
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