Senior Quant Developer Equities/fx

Barclays

Prague, Czech Republic
Strong knowledge of mathematical finance
Derivative pricing models expertise
Python 3 pandas numpy matplotlib skills
The role involves designing and maintaining high-performance trading platforms and risk systems to support investment banking objectives

Job Summary

  • The role involves designing and maintaining high-performance trading platforms and risk systems to support investment banking objectives.
  • Candidates must possess deep quantitative expertise to build, validate, and scale next-generation pricing frameworks for derivatives.
  • Success requires translating complex model requirements into robust engineering solutions while collaborating with traders and strategists.

Matching Summary

The role involves designing and maintaining high-performance trading platforms and risk systems to support investment banking objectives.

Skills & Requirements

Must-have

  • Strong knowledge of mathematical finance
  • Derivative pricing models expertise
  • Python 3 pandas numpy matplotlib skills
  • Monte-Carlo simulation techniques
  • Numerical methods for PDEs

Nice-to-have

  • C++ or C# programming experience
  • PhD in Applied Mathematics or Physics
  • Experience with variance reduction
  • Collaboration with business stakeholders
  • Leadership and coaching abilities

Key Requirements

  • Master's degree in Computer Science or Applied Mathematics
  • Strong background in numerical integration methods
  • Experience with Local Volatility and Stochastic Volatility models

Work Rights

Not specified

Tailored Resume

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