Quantitative Developer

Quant Developer - Exotic Derivatives

• Location: London (3 days/week hybrid)

• Duration: 6-12 months (12-month scope)

The Role

Join a front-office team at a global financial institution building a brand-new capital markets valuation engine from scratch. This is a hands-on, individual contributor role-no black-box custodianship. You will read academic papers, build pricing models from the ground up, and directly defend your modeling choices.

Key Requirements

• Technical: Strong Python skills are welcome, but a solid, hands-on background in production-grade Java is a strict requirement.

• Math/Finance: Deep understanding of curve building, bootstrapping, financial date mechanics, and cash flows.

• Products: Strong OTC derivatives expertise, specifically with variance swaps, volatility swaps, and knocking knockouts.

• Execution: Proven ability to implement advanced numerical methods (e.g., Monte Carlo) and hit the ground running.

Apply

If you are a senior quant engineer who can translate complex math into high-performance code, please apply with your CV highlighting your 'from-scratch' build experience. or share to

Randstad Technologies is acting as an Employment Business in relation to this vacancy.