Quantitative Developer – Fixed Income (C#, Rust)

Overview

As a Quantitative Developer, you will build and implement pricing and risk models for fixed income and equity products within a fast-growing financial services firm. You’ll work closely with cross-functional teams to integrate models and interfaces, applying rigorous testing to deliver reliable analytics. The role offers hybrid working from London, with a strong emphasis on library development, risk analytics, and scalable software. You will shape the future of finance by delivering robust quantitative solutions in a collaborative environment.

Pay / Benefits

• hybrid working
• competitive compensation

Responsibilities

• Build and implement quantitative models for pricing and risk analysis (fixed income; public and private equities)
• Contribute to testing of existing and novel interfaces
• Collaborate with other development teams to integrate models and interfaces within existing systems

Key requirements

• 5+ years in a quantitative developer role in financial markets (trading, risk management, or quantitative analysis around Fixed Income)
• Proficiency in C#, Rust, and Python
• Solid understanding of quantitative development and library integration

• collaboration
• communication
• attention to detail
• C#
• Rust
• Python

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