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# Quantitative Data Developer

- **Company:** TS Imagine
- **Location:** London, UK (Remote available)
- **Experience:** Experienced
- **Contract:** Permanent contract
- **Skills:** Clean Code Principles, Java (Programming Language), Big Data, C++ (Programming Language), Computer Programming, Data Transformation, Data Systems, Document-Oriented Databases, Integrated Development Environments, Python (Programming Language), SQL Databases, Snowflake, Information Technology, Data Pipelines, Programming Languages
- **Published:** August 24, 2026
- **Apply:** https://uk.indeed.com/viewjob?jk=3468d565c42726f9

## About the Role

* A scientist - you are comfortable with numerical methods, linear algebra, partial differential equations, probability theory and statistics
 * An engineer - who has a passion for computer science, system performance, clean code and architecture with an owner mentality
 * A data enthusiast - You enjoy working with large datasets, transforming raw data into meaningful inputs, and solving complex problems with a methodical approach
 * A doer - who is enthusiastic about new challenges, accepts a broad spectrum of responsibilities, and works hard to produce a high-quality result
 * A learner - who is not afraid of being outside the comfort zone and is ready to dive into some of the most complicated problems in finance
 * An excellent teammate - who has a combination of technical and personal qualities to thrive in a cutting-edge software development environment, * M.S. or PhD in mathematics, physical sciences, or engineering preferred
 * Demonstrated expertise in quantitative and programming skills, with 3-5 years of experience in large-scale Python development, SQL programming, and working on data-intensive products.
 * Experience with other programming languages (C++, Java)
 * Understanding of financial derivatives, market conventions and their implementation is a must
 * Proficiency with financial data structures like yield curves (OIS, Libor, cross-currency), inflation curves, volatility surfaces, and interest rate volatility cubes (live/intraday data experience preferred)
 * Experience in developing risk management tools such as VaR, Monte Carlo, scenario analysis and P&L is preferred

## Description

* Collaborate with Quant Developers on major projects to optimize data pipelines and analytics infrastructure for maximum performance and reliability.
 * Design and develop robust data solutions to efficiently process and deliver inputs for pricing models and market risk calculations across various asset classes, including equity, credit, FX, fixed income, commodities, crypto, and their derivatives.
 * Develop and manage high-performance, scalable data applications and tools using Python, SQL, and Snowflake to analyze, transform, and ensure the accuracy of large-scale financial datasets for efficient model input construction.
 * Document data methodologies comprehensively to provide transparency and support for both internal and external validation processes.


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