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
