Quantitative Engineer
other jobs Randstad Technologies
Added before 1 Days
- England,London,City of London
- Full Time, Contract
- £750 - £780 per day
Job Description:
Full job descriptionJob Opportunity Quantitative Engineer - Exotic Derivatives*Location: London, UK (Canary Wharf)
*Engagement: 12-Month Contract | Hybrid (3 days/week in office)
Role SummaryWe are hiring a hands-on Quantitative Engineer with 15+ years of experience to join a premier financial institution. You will independently design, implement, and deliver production-grade pricing and risk models for complex exotic OTC derivatives across Equity, Rates, FX, and Commodities.
Note: This is a pure individual contributor role focused on deep technical ownership, code implementation, and model formulation. It is not a management or advisory position.
Key Requirements & Responsibilities*Model Ownership: Independently design, code, calibrate, and roll out pricing/risk models for exotic OTC derivatives.
*Technical Stack: Strong production-level experience in Java, C++, and/or Python for numerically intensive code. Java and pricing engine experience is highly preferred.
*Numerical Expertise: Implement advanced methods including Monte Carlo, Tree/lattice, and PDE approaches.
*Analytics & Curves: Build core libraries for valuation, sensitivities, and XVA, alongside robust curve construction/bootstrapping.
*Track Record: 15+ years as a quant developer with a history of personally authoring core components (pricing libraries, risk engines).
*Education: Master’s or PhD preferred in Mathematics, Physics, Engineering, Computer Science, or equivalent senior commercial experience.
Randstad Technologies is acting as an Employment Business in relation to this vacancy.
*Engagement: 12-Month Contract | Hybrid (3 days/week in office)
Role SummaryWe are hiring a hands-on Quantitative Engineer with 15+ years of experience to join a premier financial institution. You will independently design, implement, and deliver production-grade pricing and risk models for complex exotic OTC derivatives across Equity, Rates, FX, and Commodities.
Note: This is a pure individual contributor role focused on deep technical ownership, code implementation, and model formulation. It is not a management or advisory position.
Key Requirements & Responsibilities*Model Ownership: Independently design, code, calibrate, and roll out pricing/risk models for exotic OTC derivatives.
*Technical Stack: Strong production-level experience in Java, C++, and/or Python for numerically intensive code. Java and pricing engine experience is highly preferred.
*Numerical Expertise: Implement advanced methods including Monte Carlo, Tree/lattice, and PDE approaches.
*Analytics & Curves: Build core libraries for valuation, sensitivities, and XVA, alongside robust curve construction/bootstrapping.
*Track Record: 15+ years as a quant developer with a history of personally authoring core components (pricing libraries, risk engines).
*Education: Master’s or PhD preferred in Mathematics, Physics, Engineering, Computer Science, or equivalent senior commercial experience.
Randstad Technologies is acting as an Employment Business in relation to this vacancy.
Job number 3881567
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