Quantitative Developer

mthree; Greater London; On-site; GBP 120,000 - 160,000; Full time

Job summary

Global Investment Bank seeks a skilled Equity Derivatives Quant Developer to join a front-office quantitative technology team. You will work on pricing libraries, risk engines, and real-time trading applications in a fast-paced environment.

Responsibilities include implementing pricing models for equity derivatives, building low-latency systems, and collaborating with quants and traders to deliver production-grade technology.

Qualifications

• Strong commercial experience developing in C++ (C++17+).
• Experience building high-performance, low-latency systems.
• Knowledge of derivatives pricing concepts and risk measures (Greeks).
• Experience with Linux development environments and version control.

Responsibilities

• Design, develop, and maintain high-performance analytics and pricing libraries.
• Implement and optimise pricing models for equity derivatives.
• Develop scalable, low-latency applications in C++.
• Build multi-threaded and distributed solutions for pricing and risk calculations.
• Collaborate with Front Office Quants and Traders to translate requirements into production-grade tech.

Skills

C++ development

multithreading

low-latency

Linux

Git

Equity Derivatives

Front Office Trading Tech

Python

Monte Carlo methods

distributed computing

cloud technologies

C#

Tools

Git

Job description

We are partnering with a leading global investment bank seeking a highly skilled Equity Derivatives Quant Developer to join a front-office quantitative technology team. This role sits at the intersection of quantitative finance, software engineering, and trading technology, delivering high-performance solutions that support pricing, risk analytics, and trading activities across complex equity derivatives products

You will work closely with Quantitative Researchers, Traders, Structurers, and Technology teams to develop and enhance pricing libraries, risk engines, and real-time trading applications within a fast-paced front-office environment

Key Responsibilities:

• Design, develop, and maintain high-performance quantitative analytics and pricing libraries
• Implement, optimise, and support pricing models for equity derivatives products including options, exotics, and structured products
• Develop scalable and low-latency applications using modern C++
• Build and enhance multi-threaded and distributed computing solutions for pricing and risk calculations
• Work closely with Front Office Quants and Traders to translate business requirements into production-grade technology solutions
• Improve performance, reliability, and maintainability of existing quantitative platforms
• Participate in model implementation, validation support, and deployment processe
• Contribute to architecture and technical design decisions across the quantitative technology stack

Required Skills & Experience

Technical Skills

• Strong commercial experience developing in C++ (preferably C++17 or newer)
• Solid understanding of multi-threading, concurrency, and parallel computing concepts
• Experience building high-performance, low-latency systems
• Strong software engineering fundamentals including algorithms, data structures, design patterns, and testing practices
• Experience working within Linux development environments
• Knowledge of version control tools such as Git
• Experience within Equity Derivatives, Quantitative Development, or Front Office Trading Technology
• Understanding of derivative pricing concepts and risk measures (Greeks)
• Familiarity with mathematical and statistical modelling techniques
• Ability to collaborate effectively with quantitative and trading stakeholdersDevelopment experience in C# for trading, risk, or analytics applications
• Strong Python skills for model prototyping, analytics, automation, and testing
• Knowledge of Monte Carlo methods, stochastic processes, and numerical methods
• Experience with distributed computing frameworks and cloud technologies
• Exposure to pricing libraries and risk platforms within investment banking environments.