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Recently postedTemporary/CasualTechnology

Senior Quant Developer

DevelopUK, UK🇬🇧United Kingdom

Why this role stands out

Leverage your expertise in derivatives pricing and quantitative development to build sophisticated pricing technology in this impactful, hybrid role with a competitive day rate of up to £850. You'll thrive if you have a strong background in Python, C++, or Java and experience with commodity or OTC derivatives, making this an excellent opportunity to advance your career in capital markets. Apply now to contribute to cutting-edge financial technology and enjoy flexible work arrangements.

Quick overview

SeniorityMid Senior
Employment typeTemporary/Casual
Work modeHybrid
LocationUK, UK, United Kingdom
C++JavaPython

Job description

Contract Opportunity | Senior Quantitative Developer – Derivatives Pricing

  • Remote or Hybrid/London (Flexible)
  • 6-month initial contract (extension highly likely)
  • ASAP Start
  • Competitive Day Rate up to £850 per day dependent on experience

I'm supporting a specialist technology consultancy on an exciting engagement with one of their capital market clients, and we're looking for an experienced Quant or Commodity Pricing Engine Developer with a strong background in derivatives pricing and quantitative engineering.

This is a hands-on opportunity to work on the development of sophisticated commodity and derivatives pricing technology within a complex trading environment.

What we're looking for:

  • Electronic commodities experience is a must
  • Strong experience in quantitative development, ideally within commodity or OTC derivatives.
  • Hands-on expertise in pricing model development, calibration and validation.
  • Strong programming skills in Python, C++ or Java.
  • Experience building or enhancing pricing engines, quantitative libraries, trade booking API or valuation platforms.
  • Solid understanding of derivatives pricing, financial markets and trading workflows.

Additional experience that would be beneficial:

  • Electronic trading or real-time pricing environments.
  • Market data integration, including Bloomberg or similar providers.
  • Low-latency, high-performance financial applications.
  • RFQ workflows and trading system connectivity.

We're particularly interested in speaking with developers who can bridge the gap between complex quantitative models and production-grade software engineering.

Interested in finding out more?

Please click apply if this sounds like you.

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