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  • Quantitative Developer
    London Permanent


    Quant Developer with 8 -15 years experience and strong C# development is required to join an exciting client and work on large inpactful projects. You must be able to build pricing engines from the ground upwards not just feed in and around them. A minimum of 5+ years' of experience developing applications in C# with good knowledge of coding fundamentals. Knowledge of the standard pricing models e.g. Black Scholes, sensitivities, with a strong understanding of derivatives or at least one asset class is required. Candidates must have experience working with interest rate curves, vol surfaces and other market data. Great communication skills are required and the ability to work as part of a team - bouncing ideas off colleagues, building consensus around a design etc. - Ability to explain complicated concepts with ease. The role is to work on a portfolio management system covering FX,IR, Equity, Credit, Commodities & Derivative products. The system provides live risk and P&L, pre-trade pricing and scenario analysis. Key initiatives will be to increase capcity performance, add new features including historical analysis, factor models & screening. Key objective is to build the system into an industry leading, scalable & reliable platform.

    Empiric Solutions is acting as an Employment Agency in relation to this vacancy.


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