Quantitative Developer

Salary: £40,000 - 67,500 per year

Requirements:

• Strong hands-on background in production-grade Java is a strict requirement.
• Strong Python skills are welcome.
• Deep understanding of curve building, bootstrapping, financial date mechanics, and cash flows.
• Strong OTC derivatives expertise, specifically with variance swaps, volatility swaps, and knocking knockouts.
• Proven ability to implement advanced numerical methods such as Monte Carlo.
• Senior quant engineer profile with experience translating complex math into high-performance code.
• From-scratch build experience is highly valued.

Responsibilities:

• Build a brand-new capital markets valuation engine from scratch.
• Work as a hands-on individual contributor in a front-office team.
• Read academic papers and turn them into practical pricing models.
• Build pricing models from the ground up.
• Directly defend and explain modeling choices.
• Implement advanced numerical methods and deliver high-performance code.

Technologies:

• Java
• Python
• Quant

More:

We are a global financial institution hiring a Quant Developer for exotic derivatives in London, working in a hybrid arrangement of 3 days per week onsite. This is a 6–12 month contract with a 12-month scope, and the role sits within a front-office team building a brand-new capital markets valuation engine from scratch. We offer the opportunity to work on a highly technical, hands-on project where you can apply deep quantitative expertise to complex OTC derivatives pricing.

last updated 30 week of 2026