Overview
We are recruiting a Quant Developer to join a specialist Non-Linear Quantitative Solutions team within a global financial services environment.
Key Responsibilities
- Design, develop and enhance an FX Options portfolio optimisation platform with full valuation and risk metrics
- Translate front-office trading and risk management requirements into robust, executable algorithms
- Implement and maintain models covering:
- First and second order Greeks
- Volatility surface modelling
- Stochastic and statistical market models
- Apply optimisation and linear programming techniques to portfolio and risk problems
- Collaborate closely with quantitative analysts, developers and risk managers to deliver scalable, efficient solutions
- Contribute to ongoing quant research and model development, including testing and validation
- Support the build of efficient back-end systems and contribute to front-end usability where required
- Ensure solutions meet performance, robustness and governance standards in a regulated environment
Required Skills & Experience
- Strong working knowledge of FX derivatives, particularly Vanilla FX Options
- Solid understanding of:
- Volatility surfaces and implied volatility
- Stochastic and statistical market models
- Bachelor’s or Master’s degree in Mathematics, Financial Mathematics, Physics, Computer Science or a related quantitative discipline
- Excellent communication skills, with the ability to work directly with technical and non-technical stakeholders
- Self-starter with strong ownership mindset and delivery focus
- Exposure to machine learning or AI techniques applied to financial markets
- Experience with KDB+/Q or time-series databases
- Background in FX, rates or derivatives-focused quant teams
- Familiarity with regulated, front-office or risk-aligned environments
Why Join
- Work on complex, real-world derivatives problems
- High level of technical ownership and influence
- Close collaboration with front-office, risk and quantitative teams
- Long-term platform build rather than short-term research-only work
- Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates
About the job
- Contract Type: Permanent
- Focus: Quantitative
- Workplace Type: Hybrid
- Experience Level: Associate
- Location: London
FULL_TIME
Job Reference: 0420F3-2828E312
Date posted: 2 February 2026
Consultant: Joe Pawlica
london banking-financial-services/quantitative 2026-02-02 2026-04-03 banking London London 5 Churchill Place, Canary Wharf, London GB E14 5RD GBP 110000 130000 130000 YEAR