Quant Developer – FinTech

Overview

As a Quant Developer with Quant Capital in London, you will design and implement advanced pricing and risk models for fixed income. You will work independently and with a small development team to deliver production-ready, object-oriented code that leverages stochastic calculus, PDEs, Monte Carlo simulations, and numerical methods. Your work supports a high-profile global FinTech platform aimed at making investments transparent and empowering informed decisions. This role combines deep quantitative modeling with software engineering to shape a rapidly growing financial-network business.

Pay / Benefits

• hybrid working
• competitive salary (150,000 to 175,000)
• London-based role
• opportunity to impact high-profile fintech
• dynamic team environment
• growth opportunities

Responsibilities

• Develop and implement complex pricing and risk models for fixed income products
• Apply stochastic calculus, PDEs, Monte Carlo methods, statistics, and numerical algorithms for quantitative analysis
• Produce production-ready code using object-oriented programming
• Collaborate with developers to integrate models into trading and risk workflows
• Contribute to model validation and risk reporting processes
• Support yield curve construction understanding and potential structures in products

Key requirements

• Minimum 5 years’ experience in financial markets focused on trading and risk management within fixed income
• MSc or PhD in a STEM subject
• Strong C++ (including C++11/14)
• Python programming
• Version control with Git/GitHub
• Understanding of yield curves construction
• Knowledge of structured products (desirable)

• independent worker
• ability to work in a small team
• strong problem-solving mindset
• C++11/14
• Python
• Monte Carlo simulation

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