This position sits within the Quantitative Development team, where you'll be responsible for translating sophisticated mathematical and statistical models into production-grade software used across trading, risk management, quantitative research, and analytics. Working closely with quantitative researchers and engineers, you'll develop and maintain high-performance quantitative libraries that support option pricing, volatility modelling, numerical methods, and other core trading capabilities.
We're looking for a developer with a strong blend of software engineering and quantitative finance expertise. The ideal candidate will have experience building and maintaining complex quantitative models in production and a deep understanding of derivatives pricing and financial markets
What We're Looking For
- Strong academic background in Computer Science, Mathematics, Statistics, Physics, Engineering, or another quantitative discipline.
- Proven software engineering experience, including ownership of the implementation and maintenance of complex quantitative models in production.
- Strong understanding of quantitative finance, particularly derivatives and options pricing.
- Solid grounding in Black-Scholes theory, including stochastic calculus.
- Hands-on experience implementing numerical methods used in quantitative modelling.
- Experience working within financial markets, trading systems, or derivatives environments.
- Exposure to volatility modelling, risk analytics, or pricing libraries is highly desirable.
- Experience with modern machine learning models and training techniques would be advantageous but is not essential.