Contract Equity Derivatives Quant Developer

Salary :

£900 - 1,000 daily

Company : Investigo

Job Type : Contract

London

Number of Applicants

000+

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Job Description - Contract Equity Derivatives Quant Developer

Equity Derivatives Quant Developer (Contract)

Investment Bank – Canary Wharf | Front Office | Inside IR35 | 3 Days Onsite

A leading Investment Bank in Canary Wharf is seeking a Front-Office Equity Derivatives Quant Developer for a high-impact contract role. This is a hands-on position delivering production-grade systems directly used by traders and quants across the front office.
The team spans multiple sub-teams, including pre- and post-trade, quant library development, P&L and risk systems, and trading platform development. They are actively transitioning to Rust, but strong production coding experience in C++, Python, C#, or Rust is highly valued.
This is a contract role inside IR35, initially for 6 months, with high likelihood of extension due to the project being business-critical. The role is 3 days per week onsite in Canary Wharf.
Role Overview You will design, implement, and maintain front-office systems supporting trading, P&L, and risk. While this is not a pure modelling role, you must have a solid understanding of equity derivatives, including greeks and pricing concepts, to communicate effectively with quants and traders.
The ideal candidate can work independently, solve complex problems, and collaborate across sub-teams, delivering high-quality production code that directly impacts the business.

Key Responsibilities

Develop and maintain front-office systems for trading, P&L, and risk
Write robust production code in Rust, C++, Python, or C#
Work alongside quants and traders to translate requirements into scalable technical solutions
Contribute to sub-teams across quant library development, trading platforms, and P&L/risk systems
Support the ongoing transition to Rust for high-performance systems
Troubleshoot and optimise existing code for performance and reliability
Communicate technical solutions clearly in financial terms, including greeks and model sensitivities

Required Experience & Skills

Strong software development experience in a front-office or trading environment (Rust, C++, Python, or C#)
Experience delivering production-quality code used by trading teams or quants
Understanding of equity derivatives (greeks, pricing models, risk metrics) or other derivatives products
Experience working directly with quants and traders
Strong problem-solving skills and ability to work independently while collaborating when needed
Excellent communication skills, able to explain technical solutions in financial terms

Desirable

Production experience with Rust or willingness to adopt Rust
Experience in other derivatives asset classes (e.g., fixed income)
Exposure to trading system architecture, P&L, or risk systems
Familiarity with quantitative libraries or numerical methods used in derivatives pricing

Contract Details

Inside IR35
Initial 6-month contract, high likelihood of extension due to business-critical project
3 days per week onsite in Canary Wharf

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Contract Equity Derivatives Quant Developer

Job Description - Contract Equity Derivatives Quant Developer

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