Quantitative Developer (Java) - Quantitative Trading Firm

We are looking for a highly skilled Java Quant Developer to join a high-performing trading firm, building and enhancing quantitative models and pricing systems for OTC derivatives. This is a front-office aligned role, working directly with traders and quants to deliver robust, low-latency solutions that support pricing, risk, and trading strategies across complex products. Key Responsibilities Design, develop, and maintain high-performance Java-based pricing and risk analytics libraries for OTC derivatives Collaborate closely with Traders and Quantitative Analysts to implement and optimise pricing models (e.g., rates, credit, FX, or equity derivatives) Translate mathematical models into scalable, production-grade code Enhance real-time pricing and risk systems, ensuring accuracy, performance, and stability Contribute to the full development lifecycle: requirements gathering, design, development, testing, and deployment Integrate models into trading platforms and ensure seamless connectivity across front-to-back systems Perform model validation support, benchmarking, and performance tuning Work with large datasets and market data feeds to support trading decisions Key Areas of Focus OTC derivatives pricing (e.g., swaps, options, structured products) Monte Carlo simulations and numerical methods Curve building, volatility surfaces, and calibration techniques Real-time risk and P&L analytics Required Skills & Experience Strong Java development experience (Java 8+), with a focus on low-latency, high-performance systems Proven experience in quantitative development within a trading firm or investment bank Deep understanding of OTC derivatives and pricing models Strong knowledge of quantitative methods (stochastic calculus, numerical methods, probability) Experience working closely with Front Office stakeholders (Traders / Quants) Familiarity with multi-threading, distributed systems, and performance optimisation Strong problem-solving and analytical skills Desirable Experience with C++ or Python for quant modelling or prototyping Knowledge of XVA frameworks and counterparty credit risk Exposure to electronic trading systems or algorithmic trading Familiarity with market data platforms and messaging systems (e.g., Kafka, Solace) Advanced degree (MSc/PhD) in Mathematics, Physics, Finance, or a related quantitative field This will be a hybrid set up, 3 days in the office. We look forward to hearing from you!