Front-Office Quant: Equity Derivatives & Volatility (C++/Python)

A leading hedge fund in London is seeking a Quantitative Analyst focused on equity derivatives and volatility modeling. The ideal candidate will build and maintain pricing models directly utilized by traders. Responsibilities include developing C++ models, using Python for analysis, and supporting trading strategies. Hands-on experience in pricing models is essential. This position offers a highly competitive compensation package.
#J-18808-Ljbffr