Quantitative Developer

StreetID; Greater London; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading finance firm in Greater London is seeking a highly skilled Quantitative Strategist to join its front-office team. This role involves developing and enhancing pricing, risk models, and implementing quantitative trading strategies. Strong programming skills in Python, C++, or Java are essential, and candidates should have a solid understanding of risk metrics and trading analytics. This position offers the opportunity to work in a fast-paced, high-impact environment, collaborating closely with portfolio managers and traders.

Qualifications

• Experience in model development for pricing and risk management.
• Proficiency in quantitative trading strategies and analytics.
• Strong programming skills in Python, C++, or Java.

Responsibilities

• Develop and enhance pricing and risk models for rates products.
• Build scalable risk platforms to support trading and risk management.
• Collaborate to design quantitative strategies.

Skills

Python

C++

Java

SQL

Job description

Job Description

We are seeking a highly skilled and motivated Quantitative Strategist to join our front‑office team. This role is central to building, maintaining, and enhancing models and applications that drive trading, risk management, and portfolio construction across the firm’s global Rates business. You will work directly with portfolio managers, traders, and risk managers to deliver innovative quantitative solutions in a fast‑paced, high‑impact environment.

Responsibilities

• Develop and enhance pricing, risk, and relative value models for rates products, including government bonds, swaps, futures, swaptions, and inflation‑linked products.
• Build scalable risk platforms and analytics libraries to support intraday and end‑of‑day trading and risk management.
• Collaborate with portfolio managers and traders to design and implement quantitative trading strategies and risk views.
• Partner with technology teams to integrate models into production systems, ensuring robust, low‑latency, and scalable implementations.
• Conduct research and prototyping for curve construction, scenario analysis, VaR, PCA decomposition, and other advanced risk metrics.

Leverage Python, C++, and / or Java for model development, prototyping, and data analysis; use SQL...