Our client is a leading financial technology firm operating at the intersection of quantitative finance and distributed cloud infrastructure. Built by buy-side practitioners, their platform powers real-time pricing, risk, and portfolio management for some of the world’s most sophisticated hedge funds and institutional asset managers.
This is an environment where quant developers build production analytics used directly by portfolio managers and traders, not research that sits on a shelf.
The Opportunity
You will join a team responsible for building cross-asset pricing and risk infrastructure used in live trading and portfolio construction.
The role sits at the intersection of quantitative modelling and production software engineering, working on a high-performance analytics platform covering Rates, FX, Credit, Equities, and Commodities, with particular focus on Interest Rate Derivatives.
This is an excellent opportunity for a developer who enjoys implementing pricing models, building scalable analytics services, and working closely with front-office users.
What You’ll Be Working On
- Implement and extend pricing models and quantitative analytics for Interest Rate Derivatives within a large-scale production platform
- Build high-performance services in C# integrated with a proprietary C++ quantitative library
- Develop Python tooling and research workflows used by quant researchers and portfolio managers
- Work closely with trading, quant research, and risk teams to deliver production-grade analytics
- Improve the performance, scalability, and reliability of real-time pricing and risk infrastructure
- Contribute to a cloud-native architecture running on AWS
What We’re Looking For
- 3+ years of experience in a front-office or front-office-aligned quant development role
- Strong software engineering fundamentals (data structures, algorithms, performance optimisation)
- Commercial development experience with C# and Python
- C++ experience strongly preferred
- Good understanding of Interest Rate Derivatives (swaps, curves, pricing frameworks)
- Background in Financial Mathematics, Quantitative Finance, Physics, Maths, or similar
- Someone who enjoys solving complex quantitative problems in production systems
Why This Role Stands Out
- Build production pricing and risk analytics used daily by global asset managers
- Work at the intersection of quant modelling and modern cloud infrastructure
- Join a high-calibre team with strong mentorship and technical depth
- Competitive compensation within a high-performance engineering culture
If you enjoy building robust quantitative systems, care about clean, performant code, and want to work on real front-office analytics, this role is well worth exploring.
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