Quantitative Developer

Join Our Client as a Quantitative Developer in London

Are you passionate about quantitative finance and eager to make an impact in a dynamic, global environment? Our client, a leading player in the equity derivatives space, is hiring for a talented Quantitative Developer to join their team in London. This is an exciting opportunity to work on cutting-edge risk, pricing, and P&L infrastructure within a collaborative and innovative setting.

What you'll be doing:

• Assist in designing and implementing pricing, risk, and P&L infrastructure around core pricing libraries.

• Support quantitative modelers in developing and enhancing the core pricing platform.

• Develop tools to support the trading platform, including intraday and end-of-day risk calculations.

• Contribute to delivering calculation infrastructure for FRTB regulatory reporting.

• Help design and develop market data pipelines and risk management solutions.

• Collaborate daily with trading desks, quants, risk, finance, and technology teams across global locations.

What you'll bring:

• Extensive experience in C++ (preferably Visual Studio 2022) and Python, with a strong background in quantitative finance or IT development.

• Proven ability to develop models and infrastructure in a fast-paced trading environment.

• Knowledge of standard pricing models used in investment banking.

• Experience with automated CI/CD pipelines and test-driven development.

• A degree in mathematical finance, science, or maths from a top-tier university.

Desirable skills include:

• Knowledge of instrument pricing, sensitivity calculations, VaR, ES, and other risk measures.

• Familiarity with equities and equity derivatives instruments.

• Experience with distributed computing, serialization, and cross-platform C++ development.

• Knowledge of RUST and advanced data analysis skills.

• Good understanding of Excel and ability to handle multiple priorities efficiently.

This role offers the chance to work with a global team, with occasional travel, and to contribute to innovative financial solutions. If you're ready to bring your expertise to a forward-thinking organisation, we want to hear from you!

Apply now to become part of a team shaping the future of equity derivatives trading.