Quant Developer | Financial Services | Hybrid

Quant Developer | Financial Services | London, Hybrid

We’re hiring an experienced Quant Developer, with C# expertise, to join a high-performing team in London, working at the heart of pricing, analytics and risk
.

This is a genuinely desk-facing role: you’ll partner daily with Trading, Risk and Engineering to build and enhance the risk/analytics environment across FX Options.

If you have exposure to commodities/energy/metals, that’s a big plus here.

• Build out the FX framework
  : reporting & risk layer on top of native valuations
• Deliver cashflow projections
  , settlement reporting, and downstream feeds (e.g., Finance/Treasury systems)
• Develop the volatility model framework
  : vol surface generation from desk analysis → implement into pricing
• Partner with the desk on solver methodology changes for PnL targeting (implement, test, document)
• Own and improve C# risk reports and analytics tools
• Own and enhance Excel pricing & risk sheets used by the desk
• Implement and enhance instrument models as the product set evolves

• Strong track record as a C# Quant Developer in a trading/financial services environment
• Deep experience with options pricing analytics libraries
• Proven experience building/maintaining Excel-based pricing sheets
• FX background is essential (commodities/energy/metals advantageous)
• Experience implementing new instrument models
• Advanced degree (MSc/PhD) in a numerical discipline (Maths/Physics/Engineering/CS)
• Python is advantageous

If you are interested in this Quant Developer Role
, please respond directly to this advert with an updated CV or email it to chantelle.smith