Quantitative Developer

TS Imagine Inc.; Greater London; On-site; GBP 85,000 - 150,000; Full time

Benefits offered by this job

Vacation days

Annual bonus

Training budget $1,500

Health insurance

Dental insurance

Life insurance

Eye care vouchers

Pension (salary sacrifice)

Job summary

TS Imagine Inc. in London is seeking a Quantitative Developer to design, develop, and test sophisticated models for valuing financial positions and computing market risk metrics across asset classes.

You will write high-performance C++ code, leverage Python, SQL, and Snowflake to construct model inputs, and document methodologies to support validation and compliance in real-time risk environments.

Qualifications

• MS or PhD in mathematics, physical sciences, or engineering preferred.
• Excellent quantitative and programming skills with 3–5 years' experience in large-scale C++ development and data-intensive products.
• Familiarity with Python, Java, and SQL.
• Strong understanding of financial derivatives, market conventions, and their implementation.
• Hands-on experience with yield curves, volatility surfaces, and interest rate volatility cubes.

Responsibilities

• Design and develop financial models for pricing positions and calculating market risk metrics across asset classes.
• Write modern, high-performance C++ code for large-scale distributed systems.
• Leverage Python, SQL, and Snowflake to analyze and validate model inputs.
• Document methodologies to support model validation and compliance processes.

Skills

C++ development

Python

SQL

Quant finance

Mathematics

Financial derivatives

Risk metrics

Education

MS/PhD in mathematics/physical sciences/engineering

Tools

Snowflake

Grid computing platform

Job description

TS Imagine, a global leader in trading and risk management SaaS-based software, is seeking a Quantitative Developer to join our Models and Quantitative Data team in our London office!

As a Quantitative Developer, you will design, develop, and test sophisticated models to value financial positions, construct quantitative datasets (e.g., curves, volatility cubes, correlation matrices), and calculate market risk metrics (e.g., VaR, greeks) in real-time across all asset classes. Our cutting-edge risk and pricing models are trusted by some of the world’s most prestigious financial institutions, including global investment banks and multi-strategy hedge funds.

Who will love this job

• A scientist - you are comfortable with numerical methods, linear algebra, partial differential equations, probability theory and statistics
• An engineer - who has a passion for computer science, system performance, clean code and architecture with an owner mentality
• A doer - who is enthusiastic about new challenges, accepts a broad spectrum of responsibilities, and works hard to produce a high-quality result
• A learner - who is not afraid of being outside the comfort zone and is ready to dive into some of the most complicated problems in finance
• An excellent teammate - who has a combination of technical and personal qualities to thrive in a cutting-edge software development environment

What you'll do

• Design and develop financial models for pricing positions and calculating market risk metrics across asset classes, including equity, credit, FX, fixed income, commodities, crypto, and their derivatives
• Write modern, high-performance C++ code that is clean, reusable, well-tested, and optimized for large-scale distributed systems using a high-performance grid computing platform
• Leverage Python, SQL, and Snowflake to analyze, construct, and validate model inputs
• Document methodologies to support internal and external model validation and compliance processes

What you should have

• M.S. or PhD in mathematics, physical sciences, or engineering preferred
• Excellent quantitative and programming skills with 3-5 years' experience in large-scale C++ development and program design as well as data intensive products
• Familiarity with additional programming languages such as Python, Java, and SQL
• Strong understanding of financial derivatives, market conventions, and their implementation
• Hands-on experience with financial data structures, such as yield curves (OIS, Libor, cross-currency), inflation curves, volatility surfaces, and interest rate volatility cubes (preferably live or intraday)
• Experience in developing risk management tools such as VaR, Monte Carlo, scenario analysis and P&L is preferred

Why TS Imagine / Benefits

• Please note: This role requires applicants to be based in London, as it is an in-office position (4 days in office). Remote work is not possible.
• Vacation and Personal days
• Annual bonus and salary review
• Training Budget $1,500
• Health, dental, life assurance, and eye care vouchers
• Salary sacrifice pension scheme

About TS Imagine

Created out of the combination of two best-in-class SaaS platforms, TradingScreen and Imagine Software, TS Imagine delivers integrated trading, portfolio and real-time risk solutions for capital markets. The platform is uniquely positioned to streamline complex and time-sc across front, middle, and back office functions. TS Imagine has close to 400 employees in 10 offices worldwide, serving approximately 500 global buy-side and sell-side institutions across North and South America, EMEA, and Asia Pacific including hedge funds, traditional asset managers, pension funds, mutual funds, and financial institutions.

We challenge our employees every day to think creatively and innovate across silos and across platforms.