Quantitative Developer

Quantitative Developer

Our client is looking to onboard a strong Quantitative Developer to join them on an initial 6-month contract.

This will follow a hybrid working model, with 3 days of on-site time per week in London (Central).

What you’ll do
• Design and develop financial models for pricing positions and calculating market risk metrics across asset classes, including equity, credit, FX, fixed income, commodities, crypto, and their derivatives
• Write modern, high-performance C++ code that is clean, reusable, well-tested, and optimized for large-scale distributed systems using a high-performance grid computing platform
• Leverage Python, SQL, and Snowflake to analyze, construct, and validate model inputs
• Document methodologies to support internal and external model validation and compliance processes

What you should have
• Excellent quantitative and programming skills, with strong proven experience in large-scale C++ development and program design as well as data intensive products
• Familiarity with additional programming languages such as Python, Java, and SQL
• Strong understanding of financial derivatives, market conventions, and their implementation
• Hands-on experience with financial data structures, such as yield curves (OIS, Libor, cross-currency), inflation curves, volatility surfaces, and interest rate volatility cubes
• Experience in developing risk management tools such as VaR, Monte Carlo, scenario analysis and P&L is preferred