Quantitative Developer – Volatility Strategies (Python/C++)/ London /£ Flexible
Core
Design, implement, and optimize models and tools for volatility trading strategies across asset classes, supporting the full lifecycle from research to production.
Role type
Quantitative Developer (Volatility Strategies)
Builds
Pricing, risk, and analytics libraries for volatility trading strategies
Domain
Financial services / Quantitative finance / Volatility markets
Deliverable
production ML models
Required skills
Python, C++, volatility markets expertise, derivatives knowledge, stochastic processes, numerical methods, large dataset handling, production-level coding
Preferred skills
Advanced degree in quantitative field, hedge fund/prop trading experience, distributed systems, high-performance computing
Technologies
Python, C++