Job Title: Quantitative Developer Location: Hybrid/London 3 days Duration: 6 months with possible extension Role Description • The role will require development of the underlying mathematical models and analytical tools used by the Credit desk • To design, develop, test and document the models developed to standards • Develop technical solutions for the desk as required • To provide rapid fixes to any issues identified in the models • To develop model calibration routines and market data analytics (such as curve bootstrapping and interpolation) Certifications, Qualifications and Experience (For the Job – not the Job holder. Minimum requirements of the Job) • 3-8 years working as a Quantitative Analyst developing models in quantitative finance • A degree in mathematical finance, science or maths from a top tier university • Knowledge of the standard pricing models used in the investment banking industry (Black-Scholes, Bachelier, local and stochastic volatility models, HJM framework…). • C++ experience (preferably using Visual Studio), with some knowledge of modern C++ (at least C++11). • Familiarity with Credit Products and Models Knowledge, Skills & Experience • Solid background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required. • Strong C++ skills. • Strong knowledge of Excel. • Strong knowledge of Python • Experience with version control systems (such as Git) and distributed software development process. • Ability to work in fast-paced environment, with proven ability to handle multiple outputs at one time. • Open minded and team spirit oriented.