

Nicoll Curtin
Python Quant Developer - Equity Derivatives
⭐ - Featured Role | Apply direct with Data Freelance Hub
This role is for a Python Quant Developer - Equity Derivatives, offering a contract of unspecified length at a pay rate of up to £1050 per day. Required skills include Python, C++, and experience with Equities, risk management, and pricing models.
🌎 - Country
United Kingdom
💱 - Currency
£ GBP
-
💰 - Day rate
1050
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🗓️ - Date
November 20, 2025
🕒 - Duration
Unknown
-
🏝️ - Location
Hybrid
-
📄 - Contract
Inside IR35
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🔒 - Security
Unknown
-
📍 - Location detailed
London Area, United Kingdom
-
🧠 - Skills detailed
#C++ #Compliance #Visual Studio #Forecasting #Python #Mathematics
Role description
Python Quant Developer - Python, Equities, Equity Derivatives, Pricing, Visual Studio 2017, Algorithms, C++, Quant Finance, Risk Management.
I am seeking an experienced Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure for pricing, risk management, and P&L calculation. You will collaborate with Quantitative Modellers to enhance core models and ensure compliance with regulatory standards.
Key Responsibilities:
• Play a key role in building and refining the platform’s quantitative tools and supporting infrastructure.
• Work closely with quants to advance the core pricing framework and integrate new modelling capabilities.
• Design and deliver robust product models tailored to both pre-trade analysis and post-trade processes.
• Contribute to the creation of reliable data and pricing pipelines that interact seamlessly with the platform’s central library.
• Champion quality across the team by encouraging strong engineering practices, overseeing testing standards, and mentoring less experienced colleagues.
• Collaborate with the IT organisation to align with their foundational systems and ensure the platform meets operational and SLA requirements.
Key Skills:
• Python
• C++
• Equities/Equity Derivatives
• Options, Options Pricing, Managing Pricing
• Solid understanding of pricing models and stochastic processes.
• Familiarity with risk measures such as VaR, P&L forecasting, and sensitivities.
• CI/CD Pipelines
• Visual Studio 2017
Desirable:
• Experience working with large data sets and distributed systems.
• Knowledge of Equity Derivatives and their pricing mechanisms.
• Advanced Excel skills and familiarity with CI/CD workflows.
• Degree in Mathematics, Finance, or a related field.
This is a contract role paying up to £1050 per day inside IR35 via an umbrella. You will be required to attend the office in London up to 2 times per week.
Python Quant Developer - Python, Equities, Equity Derivatives, Pricing, Visual Studio 2017, Algorithms, C++, Quant Finance, Risk Management.
Python Quant Developer - Python, Equities, Equity Derivatives, Pricing, Visual Studio 2017, Algorithms, C++, Quant Finance, Risk Management.
I am seeking an experienced Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure for pricing, risk management, and P&L calculation. You will collaborate with Quantitative Modellers to enhance core models and ensure compliance with regulatory standards.
Key Responsibilities:
• Play a key role in building and refining the platform’s quantitative tools and supporting infrastructure.
• Work closely with quants to advance the core pricing framework and integrate new modelling capabilities.
• Design and deliver robust product models tailored to both pre-trade analysis and post-trade processes.
• Contribute to the creation of reliable data and pricing pipelines that interact seamlessly with the platform’s central library.
• Champion quality across the team by encouraging strong engineering practices, overseeing testing standards, and mentoring less experienced colleagues.
• Collaborate with the IT organisation to align with their foundational systems and ensure the platform meets operational and SLA requirements.
Key Skills:
• Python
• C++
• Equities/Equity Derivatives
• Options, Options Pricing, Managing Pricing
• Solid understanding of pricing models and stochastic processes.
• Familiarity with risk measures such as VaR, P&L forecasting, and sensitivities.
• CI/CD Pipelines
• Visual Studio 2017
Desirable:
• Experience working with large data sets and distributed systems.
• Knowledge of Equity Derivatives and their pricing mechanisms.
• Advanced Excel skills and familiarity with CI/CD workflows.
• Degree in Mathematics, Finance, or a related field.
This is a contract role paying up to £1050 per day inside IR35 via an umbrella. You will be required to attend the office in London up to 2 times per week.
Python Quant Developer - Python, Equities, Equity Derivatives, Pricing, Visual Studio 2017, Algorithms, C++, Quant Finance, Risk Management.






