Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management. I am seeking an experienced C++/Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure for pricing, risk management, and Pandamp;L calculation. You will collaborate with Quantitative Modellers to enhance core models and ensure compliance with regulatory standards. Key Responsibilities: Develop and optimize systems for pricing, risk, and Pandamp;L calculations. Partner with Quantitative Modellers to refine pricing models and tools. Create solutions to meet regulatory reporting requirements (FRTB IMA). Contribute to both end-of-day and Real Time risk and Pandamp;L calculations. Build and maintain data pipelines for market data and pricing support. Work across teams to ensure alignment and deliver on business objectives. Key Skills: C++/Python Equities/Equity Derivatives Options, Options Pricing, Managing Pricing Solid understanding of pricing models and stochastic processes. Familiarity with risk measures such as VaR, Pandamp;L forecasting, and sensitivities. Desirable: Experience working with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. Degree in Mathematics, Finance, or a related field.