Quant Developer
Robert Walters
Charing Cross, United Kingdom
8 days ago
Role details
Contract type
Permanent contract Employment type
Full-time (> 32 hours) Working hours
Regular working hours Languages
English Compensation
£ 110KJob location
Charing Cross, United Kingdom
Tech stack
Artificial Intelligence
Databases
Python
Linear Programming
Machine Learning
KDB+
Information Technology
Job description
- Design, develop and enhance an FX Options portfolio optimisation platform with full valuation and risk metrics
- Translate front-office trading and risk management requirements into robust, executable algorithms
- Implement and maintain models covering:
- Vanilla FX options pricing
- First and second order Greeks
- Volatility surface modelling
- Stochastic and statistical market models
- Apply optimisation and linear programming techniques to portfolio and risk problems
- Collaborate closely with quantitative analysts, developers and risk managers to deliver scalable, efficient solutions
- Contribute to ongoing quant research and model development, including testing and validation
- Support the build of efficient back-end systems and contribute to front-end usability where required
- Ensure solutions meet performance, robustness and governance standards in a regulated environment
Requirements
- Strong working knowledge of FX derivatives, particularly Vanilla FX Options
- Solid understanding of:
- Options Greeks (Delta, Gamma, Vega, etc.)
- Volatility surfaces and implied volatility
- Stochastic and statistical market models
- Portfolio optimisation techniques
- Strong Python programming skills in a quantitative context
- Experience developing production-grade quantitative systems
- Bachelor's or Master's degree in Mathematics, Financial Mathematics, Physics, Computer Science or a related quantitative discipline
- Excellent communication skills, with the ability to work directly with technical and non-technical stakeholders
- Self-starter with strong ownership mindset and delivery focus, * Exposure to machine learning or AI techniques applied to financial markets
- Experience with KDB+/Q or time-series databases
- Background in FX, rates or derivatives-focused quant teams
- Familiarity with regulated, front-office or risk-aligned environments
