Outside IR35 contract jobs

Description

Quantitative DeveloperOur client is looking to onboard a strong Quantitative Developer to join them on an initial 6-month contract.This will follow a hybrid working model, with 3 days of on-site time per week in London (Central).What you’ll do Design and develop financial models for pricing positions and calculating market risk metrics across asset classes, including equity, credit, FX, fixed income, commodities, crypto, and their derivativesWrite modern, high-performance C++ code that is clean, reusable, well-tested, and optimized for large-scale distributed systems using a high-performance grid computing platformLeverage Python, SQL, and Snowflake to analyze, construct, and validate model inputsDocument methodologies to support internal and external model validation and compliance processesWhat you should have Excellent quantitative and programming skills, with strong proven experience in large-scale C++ development and program design as well as data intensive productsFamiliarity with additional programming languages such as Python, Java, and SQLStrong understanding of financial derivatives, market conventions, and their implementationHands-on experience with financial data structures, such as yield curves (OIS, Libor, cross-currency), inflation curves, volatility surfaces, and interest rate volatility cubesExperience in developing risk management tools such as VaR, Monte Carlo, scenario analysis and P&L is preferred