Quantitative Developer

Senior Quant Developer

London | Hybrid (3–4 days in office)

Our client is hiring a Senior Quant Developer to join the Pricing team of a leading global institutional liquidity provider operating across digital assets and traditional financial markets.

This is a hands-on role at the intersection of quantitative research and production engineering. You’ll help design and implement sophisticated pricing, hedging and optimisation models within high-performance, distributed Java systems.

What you’ll be doing

• Building production-grade pricing, hedging and optimisation models in Java
• Developing client pricing, spread optimisation and liquidity models
• Designing automated hedging strategies that balance market impact, execution risk and liquidity
• Analysing client flow, toxicity and information decay
• Deploying pricing logic across resilient, multi-region trading systems
• Working closely with quantitative researchers, traders and engineers

What we’re looking for

• 5+ years of advanced Java development experience
• Strong commercial experience with Java 17 or later , ideally Java 21
• Excellent knowledge of concurrency, object-oriented design and performance engineering
• Experience building high-performance, distributed systems
• A strong quantitative background with practical experience in numerical optimisation or machine learning
• Experience in client pricing, market making or algorithmic trading within liquid markets such as FX, equities, ETFs or digital assets
• A degree or equivalent experience in mathematics, physics, computer science, engineering, quantitative finance or a related field

Nice to have

• Python experience, particularly NumPy, SciPy or pandas
• KDB+/Q or another functional programming language
• AWS, Docker or Kubernetes
• Java performance tuning, garbage-collection optimisation or LMAX Disruptor
• Knowledge of futures, forwards, NDFs or CFDs
• Digital-asset market experience

What’s on offer

• Ownership across the full model-development and production lifecycle
• Direct impact on institutional client pricing and trading performance
• A collaborative environment with experienced quants, traders and engineers
• Competitive salary and two discretionary bonus awards per year
• A modern London office with hybrid working

If you feel you are a good fit for this position and would like to apply, please send you CV to

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