Quant Developer – Trading

Overview

In this Quant Developer role, you will design, develop, and test derivative pricing models and risk-management solutions to support cross-asset trading. You’ll contribute to model development, library creation, and implementation work including data interfaces and reports. The role emphasizes ownership of product development for a leading financial services client in Central London. You will work within a team building cutting-edge applications that scale with the firm’s analytics and trading capabilities. This is an opportunity to shape models and systems for global institutions and funds.

Responsibilities

• Design, development, and testing of new derivative pricing models and risk management solutions
• Model development
• Library creation
• Implementation development including data interfaces, workflows and bespoke reports

Key requirements

• 2:1 or First Class Undergraduate degree in Computer Science, Mathematics, Finance, or other technical discipline
• BS and/or MS/PhD in Computer Science or other STEM major with relevant experience
• Strong software analysis, design and development skills
• Strong programming skills in C++ or similar object-oriented language
• Knowledge of relational databases and SQL
• Experience in or serious interest in finance and capital markets

• C++
• C#
• SQL
• relational databases
• object-oriented design

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