Quantitative Developer

Requirements

• 3-5 years of experience using Python in a data-intensive or numerical environment
• Familiarity with software development practices such as testing, version control, and clean code design
• Experience working with libraries such as pandas and numpy
• Strong problem-solving skills and an interest in understanding how systems behave
• Ability to communicate technical ideas clearly to a range of audiences
• (Desirable) Optimisation techniques (e.g., linear programming, mixed-integer programming, convex optimisation)
• (Desirable) Experience with optimisation libraries or modelling tools
• (Desirable) Understanding of financial products, derivatives, or risk concepts
• (Desirable) Exposure to UNIX/Linux or cloud environments such as AWS
• (Desirable) A background in mathematics, statistics, or related fields

What the job involves

• We are looking for a mid-level quantitative developer / financial engineer to join our optimisation services team
• In this role, you will contribute to building and enhancing systems that power large-scale optimisation runs used by global financial institutions
• You’ll collaborate with colleagues in Software Engineering and Product Development to deliver reliable, high-quality solutions, while continuing to develop your expertise in quantitative methods and software engineering
• This is a product and client-focused role, where successful candidates will develop one or more of our services and will support live client optimisations
• This is a collaborative role with opportunities to contribute both to strategic projects and continuous improvements, where your work will have visible and meaningful impact
• Implement improvements to our Interest Rates LCH Compression algorithm
• Enhance our Counterparty Risk optimisation with new constraints and features
• Work on adding support for Hedge Funds and Clearing Brokers in Initial Margin optimisations
• Improve runtime performance of our core algorithms
• Streamlining workflows and improving system architecture to reduce manual steps
• Contribute to the development and improvement of optimisation and analytics libraries
• Work with teammates to understand and improve how data flows through our systems
• Support optimisation runs alongside our Production team, helping ensure reliable execution
• Explore ways to tune models and solutions to better meet client needs
• Take part in both longer-term projects and shorter, iterative improvements
• Collaborate with colleagues across teams to share knowledge and improve our products
• You’ll work in a collaborative, supportive team where knowledge sharing is encouraged
• You’ll have opportunities to learn and deepen your expertise in both quantitative methods and software engineering
• You’ll be involved in solving real-world problems with tangible impact on financial markets
• We value continuous improvement – both in our systems and in how we work together

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