Developer Job in Cantor Fitzgerald

Developer

London, ENG, GB, United Kingdom

https://www.mncjobs.co.uk/company/cantor-fitzgerald

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Job Description

Key Responsibilities

Working as part of a Quant Solutions team to develop and maintain non-linear FMD market data products Maintaining and improving current interest rate Swaption and Caps/Floors pricing tools and processes Creating new pricing tools and processes on Interest Rate Options and FX Options using financial mathematics, statistical methods and machine learning Writing production level codes in Python

Required Qualifications

Understanding of market standard stochastic models including Black-Scholes, Bachelier and SABR... Knowledge in statistical methods including regression, PCA, k-means... Ability to research and generate solutions or new methods in non-linear interest product pricing Bachelor's or Master's degree in Mathematics, Financial Mathematics, Physics, Computer Science or other quantitative fields Strong programming skills in Python Excellent verbal and written communication skills * Highly motivated with enthusiasm and willingness to take ownershi

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