Quantitative Developer

Our client is a financial markets surveillance technology company. Compensation: Competitive (Financial Services) About our client Founded in 2010, our client delivers uniquely intelligent trade surveillance software to world leading financial institutions.

Developed by market professionals, our solutions use sophisticated modelling techniques to detect single and cross-product market manipulation. With a team of over 150 experts worldwide, our client combines global reach with deep markets expertise to help our customers mitigate financial, regulatory, and reputational risk.

The Role We are seeking a Quantitative Developer to contribute in designing, building and validating our pricing models. This includes creating financial pricing libraries for multiple asset classes, calculators and risk algorithms.

The successful candidate will combine excellent mathematical skills with proven experience in financial markets and the ability to productionise high-quality software. The capacity to put yourself in the eyes of a trader will be very useful as we continue to ensure our product's capabilities are ahead of competitors in the market.

Responsibilities

Development of financial pricing libraries, calculators as well as risk/pricing-related algorithms Using our in-house big data language for the large-scale analysis and production of securities data Research and development of market dynamics across multiple asset classes Prototyping, testing, and validation of our client's proprietary models Requirements Proficiency with C#, C++ or Python Evidence of exceptional mathematical and analytical skills Initial industry experience working as a quant within a financial services organisation Some knowledge of risk sensitivities or "Greeks" such as Delta, Gamma, DV01 etc.

Understanding of derivatives (e.g. swaps, options, futures) Confidence to experiment with new ideas and technologies Keen to work in a fast-paced environment Benefits Life at our client is a rewarding journey within a fast-growing company that thrives on innovation and collaboration.

By combining the best of technology and global markets, we're able to solve complex problems together and deliver meaningful results to our customers. Everybody has value to bring, and we welcome individuality as a key driving force behind our collective success.

Rooted in everything that we do are our core values: Accountability, Ambition, Partnership and Trust. These values provide the foundation for a sustainable workplace culture that empowers you to grow, contribute, and become your best self. Employee

Benefits

Annual dis...

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