Senior Quant Developer

Job ID: 770Skills: C#, Quantitative Development, Derivatives Pricing, VaR/FRTB, XVA, Microsoft Azure, Grid Computing, GitHub Copilot, C++, PythonSenior 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 responsibilitiesWork closely with the quant modelling team and front-office traders to understand business needs and deliver solutionsDesign, develop and integrate pricing tools and systems that support trading activitiesIdentify and resolve production issues, including pricing, performance and system reliabilityImprove the robustness, efficiency and maintainability of the codebaseParticipate in an overnight support rotaEssential10+ years developing and supporting pricing systems/applications using C#7+ years in quantitative applications within financial institutions, including trading-floor experienceStrong understanding of financial engineering: pricing, VaR/FRTB, XVAExpert knowledge of grid computing in Microsoft AzureTechnical degree (computer science, physics, maths, engineering or similar)Proficiency using AI tools such as GitHub Copilot across the SDLCBeneficialOther cloud grid compute (Google Cloud, AWS)C++ and PythonFull-stack web development exposureAwareness of banking regulations and compliance

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