Senior Quant Developer

Job ID: 770
Skills: C#, Quantitative Development, Derivatives Pricing, VaR/FRTB, XVA, Microsoft Azure, Grid Computing, GitHub Copilot, C++, Python

Senior Quant Developer (TEC-ETP)
Hybrid - 4 days on-site p/w in London (Ropemaker), 1 day WFH
Contract, Umbrella (Inside IR35)

Senior Quantitative Developer joining the Quant Development team within Electronic Trading Platforms (ETP). Developing and supporting front-office pricing tools and systems used by trading and risk teams, working closely with quantitative modellers and traders.

Key responsibilities

• Work closely with the quant modelling team and front-office traders to understand business needs and deliver solutions
• Design, develop and integrate pricing tools and systems that support trading activities
• Identify and resolve production issues, including pricing, performance and system reliability
• Improve the robustness, efficiency and maintainability of the codebase
• Participate in an overnight support rota

Essential

• 10+ years developing and supporting pricing systems/applications using C#
• 7+ years in quantitative applications within financial institutions, including trading-floor experience
• Strong understanding of financial engineering: pricing, VaR/FRTB, XVA
• Expert knowledge of grid computing in Microsoft Azure
• Technical degree (computer science, physics, maths, engineering or similar)
• Proficiency using AI tools such as GitHub Copilot across the SDLC

Beneficial

• Other cloud grid compute (Google Cloud, AWS)
• C++ and Python
• Full-stack web development exposure
• Awareness of banking regulations and compliance