Quantitative Developer

Mulbridge Partners; Greater London; Hybrid; GBP 110,000 - 150,000; Full time

Benefits offered by this job

Hybrid working

London office

Job summary

Mulbridge Partners in London is seeking a Senior Quant Developer to join the Pricing team, blending quantitative research with production engineering to design and implement pricing, hedging and optimisation models within high‑performance Java systems.

You will contribute to client pricing, liquidity modelling and automated hedging strategies while collaborating with quants, traders and engineers in a hybrid London office setup.

Qualifications

• 5+ years of advanced Java development experience.
• Strong knowledge of concurrency, OO design and performance engineering.
• Experience building high-performance distributed systems.
• Strong quantitative background with numerical optimisation or machine learning.
• Experience in client pricing, market making or algorithmic trading in liquid markets such as FX, equities, ETFs or digital assets.
• Degree or equivalent in Mathematics, Physics, Computer Science, Engineering, Quantitative Finance or related field.

Responsibilities

• Build production‑grade pricing, hedging and optimisation models in Java.
• Develop client pricing, spread optimisation and liquidity models.
• Design automated hedging strategies balancing market impact, execution risk and liquidity.
• Analyse client flow, toxicity and information decay.
• Deploy pricing logic across resilient, multi‑region trading systems.
• Work closely with quantitative researchers, traders and engineers.

Skills

Java development

Concurrency

Performance engineering

Distributed systems

Quantitative finance

Algorithmic trading

Education

Mathematics / Physics / Computer Science / Engineering / Quantitative Finance

Tools

KDB+/Q

AWS

Docker

Kubernetes

NumPy/SciPy/Pandas

Job description

Our client is hiring a Senior Quant Developer to join the Pricing team of a leading global institutional liquidity provider operating across digital assets and traditional financial markets.

This is a hands‑on role at the intersection of quantitative research and production engineering. You’ll help design and implement sophisticated pricing, hedging and optimisation models within high-performance, distributed Java systems.

What you’ll be doing

• Building production‑grade pricing, hedging and optimisation models in Java
• Developing client pricing, spread optimisation and liquidity models
• Designing automated hedging strategies that balance market impact, execution risk and liquidity
• Analysing client flow, toxicity and information decay
• Deploying pricing logic across resilient, multi‑region trading systems
• Working closely with quantitative researchers, traders and engineers

What we’re looking for

• 5+ years of advanced Java development experience
• Strong commercial experience with Java 17 or later, ideally Java 21
• Excellent knowledge of concurrency, object-oriented design and performance engineering
• Experience building high-performance, distributed systems
• A strong quantitative background with practical experience in numerical optimisation or machine learning
• Experience in client pricing, market making or algorithmic trading within liquid markets such as FX, equities, ETFs or digital assets
• A degree or equivalent experience in mathematics, physics, computer science, engineering, quantitative finance or a related field

Nice to have

• Python experience, particularly NumPy, SciPy or pandas
• KDB+/Q or another functional programming language
• AWS, Docker or Kubernetes
• Java performance tuning, garbage‑collection optimisation or LMAX Disruptor
• Knowledge of futures, forwards, NDFs or CFDs

What’s on offer

• Ownership across the full model-development and production lifecycle
• Direct impact on institutional client pricing and trading performance
• A collaborative environment with experienced quants, traders and engineers
• Competitive salary and two discretionary bonus awards per year
• A modern London office with hybrid working

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