Cross Asset Quant Modeller

Salary: £40,000 - 70,000 per year

Requirements:

• We ideally want someone who understands the fundamentals of curve construction, vol surface, and calibration.

Responsibilities:

• We will have you work with the senior portfolio manager to create models for the business.
• We will have you contribute to the development and enhancement of new and existing models and analytics in our core Quant Analytics library written in C++.
• We will have you develop new trading tools and enhance existing trading tools used by our clients, written in Python.
• We will have you provide ongoing support to clients across all asset classes, especially Rates, as well as FX, Equities, Credit, and Commodities.
• We will have you maintain existing BAU systems and processes.
• We will have you work closely with technical portfolio managers in our market-focused quant group.

Technologies:

• Support
• Python
• Quant
• Web
• Exposed

More:

We are a buy side focused fintech building tools for elite trading. Our code library provides valuation, risk, scenario, and VaR calculations for a wide range of OTC and listed derivatives, as well as cash fixed income products in G10 and emerging markets. Our web-based cross-asset Portfolio Management System gives clients real-time pricing, scenario, risk, and P&L on their portfolios, along with the ability to structure and overlay new positions. Our underlying analytics have a proven track record of supporting some of the most quantitative hedge fund traders in the world.

last updated 36 week of 2026