VOLATILITY & Linear Rates Quant Modeller & Developer
Normanton
Buy Side Hedge Fund requires a lead Quant to set the roadmap across Rates & FX, leading a world class team of quant developers and modellers…
Referment is hiring a Quantitative Developer for its London office. You will design, develop and test models that value financial positions and calculate market risk in real time.
The role focuses on pricing and risk logic across multiple asset classes, using high-performance C++ for large-scale distributed systems and Python/SQL for data analysis. This hands-on engineering position offers ownership from model design to production, with collaboration alongside other quantitative developers and
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Full job description from WhatJobs. Apply for this role →
Normanton
Buy Side Hedge Fund requires a lead Quant to set the roadmap across Rates & FX, leading a world class team of quant developers and modellers…
London
Buy Side Hedge Fund requires a lead Quant to set roadmap across Rates & FX, leading a world class team of quant developers and modellers, validation…
London
Buy Side Hedge Fund requires a lead Quant to set roadmap across Rates & FX, leading a world class team of quant developers and modellers, validation…
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