Rates Quant Developer – FinTech Brokerage
London
We are a fast-growing global brokerage firm leveraging cutting-edge technologies and quantitative methods in the fixed‑income derivatives market. We work with some of the world's largest hedge funds and asset managers, providing analytics and execution for relative value, volatility, and macro strategies.
About the Role
As a Rates Quant Developer, you will play a key role in designing, developing, and maintaining pricing models, trade screening, optimisation tools, and macro analytics. You will also provide first‑line support to the trading desk for derivatives pricing and trade analytics.
Responsibilities
- Develop and maintain interest rates pricing models and analytics.
- Design and implement trade discovery tools for traders and portfolio managers.
- Collaborate with traders, quants, and developers to enhance the trade analytics platform.
- Source and process market and macro data to improve platform coverage and accuracy.
- Continuously enhance pricing libraries and relative value analytics.
Requirements
- Master’s or PhD in a quantitative field (Mathematics, Engineering, Computer Science, Physics, etc.).
- Strong understanding of interest rate derivatives and financial markets.
- 3+ years of experience in financial services, preferably in a quantitative development role.
- Expertise in object‑oriented programming (Python or C++).
- Proven experience in pricing library development and quantitative model implementation.
- Strong problem‑solving skills and the ability to thrive in fast‑paced trading environments.
- Excellent communication skills and the ability to collaborate in a cross‑functional team.
If you’re a talented quant developer passionate about building cutting‑edge trade analytics solutions, we’d love to hear from you!
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