We are seeking highly qualified and a talented Quantitative Developer to support a brand-new Delta One Trading team.

The Quantitative Developer will support portfolio managers and traders in developing and maintaining a centralized library for valuation and risk calculations.

• Forward and Rolls pricing toolkit and dividend futures, TRFs across regions
• Dividend curves
• Repo/borrow/funding spread curves
• Interconnectivity of a-b-c with risk engines and valuation models

What you need:

• 3+ years of relevant experience
• Strong Python skills
• Experience with risk or equity derivatives
• Experience working with quantitative risk members, traders, and portfolio managers
• Excellent communication skills, both written and verbal
• Experience with production environments
• Strong ownership experience and a track r...