We’re partnering with a high-performance quantitative technology firm building front-office pricing and risk infrastructure used directly by portfolio managers and traders at leading hedge funds and asset managers.
This is not a support or library role.
You will be developing production pricing and risk analytics that drive live trading decisions, with direct exposure to front-office users and real PnL impact.
If you're currently in a bank and want:
- Closer proximity to trading and PMs
- Faster iteration and less bureaucracy
- Greater ownership of models in production
...this is a compelling move.
What You'll Do
- Build and enhance pricing models and analytics for Interest Rate Derivatives (swaps, curves, discounting frameworks)
- Deliver low-latency, production-grade pricing and risk services used in live trading environments
- Work directly with portfolio managers, traders, and quant researchers to shape analytics and tools
- Contribute to a high-performance cross-asset platform (Rates, FX, Credit, Equities, Commodities)
- Improve performance, scalability, and robustness of real-time systems
- Develop research tooling and workflows in Python to accelerate quant iteration
- Help evolve a modern cloud-native (AWS) analytics stack
Tech Environment
- C# (core platform), integrated with high-performance C++ analytics libraries
- Python for research, prototyping, and user workflows
- Distributed systems running on AWS
- Focus on performance, scalability, and clean architecture
What We're Looking For
- 3+ years in a front-office quant development or strat role
- Strong experience with C# and Python (C++ highly beneficial)
- Solid understanding of Interest Rate Derivatives:
- Swaps, yield curves, discounting
- Pricing frameworks and risk measures
- Strong software engineering fundamentals:
- Data structures, algorithms, performance optimisation
- Background in Quantitative Finance, Mathematics, Physics, or similar
Why Make the Move from a Bank?
- Direct impact on trading decisions rather than supporting large legacy systems
- Tighter feedback loop with traders and PMs
- Less siloed environment, more ownership across the stack
- Exposure to buy-side workflows and multi-asset strategies
- Work on a modern, cloud-native platform, not legacy infrastructure
What Makes This Role Stand Out
- Front-office analytics used daily by top-tier hedge funds and asset managers
- A combination of quantitative modelling + production engineering
- Opportunity to work across multiple asset classes
- High-calibre, low-ego team with strong technical depth
- Competitive compensation aligned with impact
Who This Suits
This role is ideal for a front-office quant developer in a bank who:
- Enjoys building robust, production-grade analytics
- Values clean, high-performance systems
- Prefers ownership and impact over process and hierarchy
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