full-time
Quantitative Analyst - Volatility Pricing
Aurum Search Limited
- Employer
- Aurum Search Limited
- Location
- London
- Working pattern
- on-site
About the role
Architect and build next-generation pricing and risk systems to support volatility desks. This includes reviewing existing models and collaborating with developers to implement a new production pricing framework. Candidates must have experience building derivative valuation models and possess excellent Python coding skills. Proficiency in C++ fundamentals is also required.