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
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💰 - Day rate
1050
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🗓️ - Date
November 20, 2025
🕒 - Duration
Unknown
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🏝️ - Location
Hybrid
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📄 - Contract
Inside IR35
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🔒 - Security
Unknown
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📍 - Location detailed
London Area, United Kingdom
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🧠 - 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.