Quantitative Pricing & Risk Engineer (C++, Python)

European Bank for Reconstruction and Development; Greater London; Hybrid; GBP 60,000 - 80,000; Full time

Job summary

A leading international financial institution in Greater London is seeking an Analyst, Quantitative Analyst to perform technical tasks related to valuation and risk management of derivatives. The ideal candidate will hold an advanced degree in quantitative fields and have strong skills in C++ and Python. Responsibilities include the development of pricing tools, maintenance of analytics frameworks, and collaboration with Treasury teams on innovative financial instruments. This position offers a hybrid work environment with a focus on inclusivity and employee wellbeing.

Benefits

Competitive benefits

Flexible workplace

Diversity and inclusion initiatives

Qualifications

• Advanced degree in mathematics, statistics, physics or engineering.
• Strong quantitative skills in financial modeling and options theory.
• Experience in another financial institution.
• Good understanding of financial instruments and risk management techniques.
• Proficient in C++ and Python, knowledge of SQL is a plus.

Responsibilities

• Assist with the development of the in-house pricing library.
• Maintain and develop the TAG-analytics Excel Addin(s).
• Develop market data feeding infrastructure and automation tasks.
• Help design and implement pricing tools.
• Interact with Treasury portfolio managers to analyze new instrument types.

Skills

Quantitative analysis

Financial modelling

C++

Python

Communication skills

Education

Advanced degree in a quantitative field

Tools

QuantLib

SQL

Job description

A leading international financial institution in Greater London is seeking an Analyst, Quantitative Analyst to perform technical tasks related to valuation and risk management of derivatives. The ideal candidate will hold an advanced degree in quantitative fields and have strong skills in C++ and Python. Responsibilities include the development of pricing tools, maintenance of analytics frameworks, and collaboration with Treasury teams on innovative financial instruments. This position offers a hybrid work environment with a focus on inclusivity and employee wellbeing.