Quantitative Developer

• Design, develop, and implement quantitative models for pricing, risk, and trading strategies
• Translate complex financial models into scalable production-grade code
• Collaborate closely with Front Office, Trading, Risk, and Research teams
• Enhance and maintain low-latency, high-performance systems
• Perform model validation, backtesting, and optimisation
• Contribute to architecture design of quant libraries and analytics platforms
• Ensure best practices in software engineering, testing, and documentation
• Work with large datasets and implement efficient numerical methods

• PhD in a quantitative discipline, such as:
• Mathematics
• Physics
• Statistics
• Financial Engineering
• Computer Science
• Strong academic background with focus on applied mathematics or computational methods

Essential Experience

• Proven experience working within investment banking or financial markets
• Strong understanding of:
• Derivatives pricing
• Risk modelling
• Market data and financial instruments
• Experience supporting Front Office or trading desks (highly desirable)

Technical Skills

• Advanced programming skills in:
• Python (essential)
• C++ / Java / C# (strongly preferred)
• Experience with:
• Object-oriented design and software engineering best practices
• Numerical methods (Monte Carlo, PDEs, stochastic calculus)
• Data structures, algorithms, and performance optimisation
• Familiarity with:
• Quant libraries (e.g., QuantLib)
• Cloud platforms or distributed computing (nice to have)
• Version control tools (Git)

Preferred Domain Expertise

• One or more asset classes:
• Equities
• Fixed Income
• FX
• Commodities
• Credit derivatives
• Exposure to:
• Algorithmic trading / systematic strategies
• Risk systems (XVA, VaR, CVA, PFE, etc.)

Soft Skills

• Strong analytical and problem-solving abilities
• Excellent communication skills (ability to explain complex concepts clearly)
• Ability to work in fast-paced, front-office environments
• Collaborative mindset with stakeholders across business and technology, * PhD graduate with 3-10+ years’ experience in banking
• Strong blend of quantitative research + software engineering skills
• Experience delivering production-ready quant models
• Passion for solving complex financial and computational problems

• Opportunity to work on cutting-edge quantitative problems in global banking
• Exposure to front-office trading environments
• Competitive compensation with performance bonus
• Clear career progression into lead quant / architect roles
• Flexible / hybrid working options

We are seeking highly skilled Quantitative Developers (PhD level) to join leading banking institutions in London. The role focuses on building robust quantitative models, analytics platforms, and high-performance systems to support trading, risk management, and pricing functions across asset classes.