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# Quantitative Developer

- **Company:** Experis
- **Location:** London, UK
- **Experience:** Experienced
- **Contract:** Permanent contract
- **Skills:** Java (Programming Language), Algorithmic Trading, Business Analytics Applications, Big Data, C Sharp (Programming Language), C++ (Programming Language), Cloud Computing, Computer Simulation, Computer Programming, Data Structures, Distributed Systems, Revision Control Systems, Python (Programming Language), Object-Oriented Software Development, Performance Tuning, Software Construction, Software Engineering, Model Validation, Git, Information Technology
- **Published:** July 9, 2026
- **Apply:** https://find.jobs/jobs-near-me/apply/ats-redirect/?id=2865039488-2

## About the Role

* 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

## Description

* 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


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