Overview
In this role you drive the development of quantitative models and software for cross-asset trading and risk management. You will lead a global team of quant developers and analysts, balancing hands-on development with strategic leadership. You shape model creation, library development, and implementation workflows to deliver scalable, sophisticated solutions. You join a growth-focused firm building cutting-edge trading infrastructure and analytics. This position offers a meaningful opportunity to influence pricing, modelling standards, and platform capabilities at scale.
Responsibilities
- Lead and manage a global team (~7 now, expected to reach 10) of Quant Developers and Analysts with dotted-line reporting
- Oversee model creation, derivative modelling, and quant development across asset classes
- Build and maintain libraries, data interfaces, workflows, and bespoke reporting
- Mentor, guide, and collaborate with cross-functional teams on quantitative and software initiatives
- Hands-on coding in C++ or C#, and ensure robust software design, analysis, and performance
- Apply strong knowledge of SQL and relational databases to support analytics and trading systems
- Support pricing and options theory understanding within the models and trading solutions
- Interface with clients and internal stakeholders to deliver scalable risk-management and trading capabilities
Key requirements
- MSc or PhD in Computer Science, Mathematics, Finance or related technical field
- Mentoring or management experience
- Derivative modelling expertise
- Strong software analysis, design, and development skills
- Solid understanding of quantitative modelling across asset classes
- Understanding of pricing and options theory
- Hands-on coding ability in C++ or C#
- Knowledge of relational databases and SQL
- Experience in finance and capital markets
- leadership and mentorship
- cross-functional collaboration
- communication and stakeholder management
- C++
- C#
- SQL
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