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# Quantitative Developer

- **Company:** Harvey Nash
- **Location:** Greater London, UK
- **Experience:** Expert
- **Contract:** Permanent contract
- **Skills:** .NET Framework, Microsoft Excel, Business Analytics Applications, C Sharp (Programming Language), Raw Data, Software Construction, Data Lineage, Vba Programming Language
- **Published:** August 26, 2026
- **Apply:** https://www.collegerecruiter.com/job/2815049749-quantitative-developer

## About the Role

* 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.

## Description

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.


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