Quantitative Developer

Initial contract until end of the year, with strong likelihood of extension into February

I’m working with a leading global investment bank looking for an experienced Quantitative Developer to join a high-performing Quantitative Research team responsible for delivering enterprise-wide market data solutions used across Front Office trading and risk.

This is an opportunity to work on a mission-critical, real-time market data platform that publishes pricing across multiple asset classes including Rates, FX, Commodities, Credit and XVA.

What you’ll be working on

• Developing and enhancing a large-scale C#/.NET market data publishing platform.
• Building solutions that support market data lineage and traceability from raw data through to published outputs.
• Migrating legacy Excel/VBA-based publishing processes onto a strategic enterprise platform.
• Collaborating closely with Quantitative Research, Front Office Trading, Market Risk and Technology teams.
• Delivering production-quality software across the full development lifecycle.
• 5+ years’ experience as a Quantitative Developer within a major financial institution.
• Experience working on real-time market data or pricing platforms.
• Knowledge of one or more financial asset classes such as Rates, FX, Fixed Income, Credit or XVA.
• Experience working within large quantitative libraries or analytics platforms.
• Strong understanding of software engineering best practices, testing and deployment.
• Master’s or PhD in a quantitative discipline (Mathematics, Physics, Engineering, Statistics or similar).
• Experience migrating legacy Excel/VBA solutions into strategic platforms.
• Knowledge of market data publishing, pricing models or data lineage.

Interview Process

• Teams interview.
• Technical coding assessment completed remotely via email.

If you’re an experienced Quant Developer looking to work on a strategic Front Office platform within a globally recognised investment banking environment, I’d be happy to tell you more.

• Building solutions that support market data lineage and traceability from raw data through to published outputs.
• Migrating legacy Excel/VBA-based publishing processes onto a strategic enterprise platform.
• Collaborating closely with Quantitative Research, Front Office Trading, Market Risk and Technology teams.
• Delivering production-quality software across the full development lifecycle.
• 5+ years’ experience as a Quantitative Developer within a major financial institution.
• Experience working on real-time market data or pricing platforms.
• Knowledge of one or more financial asset classes such as Rates, FX, Fixed Income, Credit or XVA.
• Experience working within large quantitative libraries or analytics platforms.
• Strong understanding of software engineering best practices, testing and deployment.
• Master’s or PhD in a quantitative discipline (Mathematics, Physics, Engineering, Statistics or similar).
• Experience migrating legacy Excel/VBA solutions into strategic platforms.
• Knowledge of market data publishing, pricing models or data lineage.