Senior Quant Developer

T. Rowe Price
Charing Cross, United Kingdom
yesterday

Role details

Contract type
Permanent contract
Employment type
Full-time (> 32 hours)
Working hours
Regular working hours
Languages
English
Experience level
Senior

Job location

Charing Cross, United Kingdom

Tech stack

Agile Methodologies
Amazon Web Services (AWS)
Data analysis
Azure
Cloud Computing
Data Files
Data Visualization
Linux
Python
NoSQL
Office Suite
Software Engineering
SQL Databases
Web Applications
Scripting (Bash/Python/Go/Ruby)
Google Cloud Platform
Technical Debt
Containerization
Gitlab-ci
Information Technology
Optimization Algorithms
Docker

Job description

The T Rowe Price Fixed Income Technology team is looking for a Senior Quant Developer with banking / financial services experience; specifically coming from a Front Office, quantitative background with a working knowledge of Fixed Income markets, securities, and analytics. The successful candidate will help expand the team in Baltimore/London to support the development and delivery of quantitative research and models in partnership with our Fixed Income Quantitative Research Analysts (Quants).

This is a hands-on, full development lifecycle role - from gathering requirements to proposing and delivering solutions - which provides an opportunity to solve complex business, logic, data, and technical challenges. This is a unique role where you can leverage both your exceptional technology skills and your financial knowledge. You will be called upon to leverage your technical and analytical expertise to solve both computational and data-related problems.

You will work with smart, talented people across our business. We will expect you to be agile, to lead and to think outside the box. In return, we will give you challenging work that has a meaningful impact as well as opportunities to learn and grow and operate within a collaborative culture that encourages every member of our team to bring their point of view to the table-because that is how we help our clients succeed.

What You'll Do:

  • Partner independently with Quants to translate research into production-ready models that inform the investment decision-making process.
  • Work on Quant models in rates, credit & FX.
  • Support the research-to-production lifecycle - from validation and deployment through ongoing production support.
  • Architect and improve proprietary models and production systems for reliability, resiliency, scalability, and performance.
  • Lead code and model reviews, and own the operational health of your systems - monitoring, alerting, incident response, and technical debt.
  • Operate as a hands-on individual contributor - leading work streams within broader projects, and a small team when a specific project calls for it.
  • Tech you will work with: Python, AWS, Docker, SQL, Gitlab CI/CD

Requirements

  • Advanced degree in a quantitative field (Computer Science, Mathematics, Physics, Engineering, or Financial Engineering).
  • 5+ years of progressive software engineering experience.
  • Front-office software development experience within Asset Management, a Hedge Fund, an Investment Bank, or FinTech.
  • Advanced Python, and proficiency on Linux with common scripting languages.
  • Strong analytical skills, including working with and analyzing large data sets.
  • Strong grasp of testing approaches, with a focus on performance and accuracy.
  • Experience delivering in an Agile environment.

Preferred Qualifications:

  • Working knowledge of Fixed Income markets and securities (focus on cash bonds/rates), including pricing, curve construction, and risk analytics (duration, convexity, DV01).
  • Advanced mathematical knowledge (e.g., statistics, time-series analysis, asset-pricing theory, optimization algorithms).
  • Strong knowledge of one or more SQL / NoSQL databases.
  • Experience building containerized applications and deploying to cloud (AWS, GCP, Azure, or similar).
  • Experience with web-based development and data visualization for large, complex data sets.
  • Familiarity with fixed income data sources (e.g., Bloomberg, ICE, FINRA TRACE).

About the company

At T. Rowe Price, we identify and actively invest in opportunities to help people thrive in an evolving world. As a premier global asset management organization with more than 85 years of experience, we provide investment solutions and a broad range of equity, fixed income, and multi-asset capabilities to individuals, advisors, institutions, and retirement plan sponsors. We take an active, independent approach to investing, offering our dynamic perspective and meaningful partnership so our clients can feel more confident. We believe doing the right thing for our clients and our associates is good business. With a career at the firm, you can expect opportunities to create real impact at work and in your community. You'll enjoy resources to support your career path, as well as compensation, benefits, and flexibility to enrich your life. Here, you'll find a collaborative culture that respects and values differences and colleagues who share a spirit of generosity. Join us for the opportunity to grow and make a difference in ways that matter to you., At T. Rowe Price, our associates are our greatest asset. We thrive because our company culture is built on inclusion and because we sustain a work environment where associates can bring their best selves to work every day. The backgrounds, talents, and experiences of our global associates allow us to embrace new ideas and perspectives that move our business priorities forward and enable us to deliver strong client outcomes. Here, you can expect equal opportunity and fair and consistent treatment for all.

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