Quantitative Developer

Harvey Nash; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

Harvey Nash is seeking an experienced Quantitative Developer to join a leading global investment bank's Quantitative Research team. You will contribute to a real-time market data platform that publishes pricing across Rates, FX, Commodities, Credit and XVA, working with Front Office trading and risk stakeholders.

The role requires 5+ years in quantitative development, strong C#/.NET skills, and a track record migrating Excel/VBA processes to scalable enterprise solutions.

Qualifications

• 5+ years' experience as a Quant Developer in a major financial institution.
• Experience with real-time market data or pricing platforms.
• Knowledge of asset classes such as Rates, FX, Fixed Income, Credit or XVA.
• Experience migrating Excel/VBA solutions into strategic platforms.
• Strong understanding of software engineering, testing and deployment practices.
• Experience with large quantitative libraries or analytics platforms.

Responsibilities

• Developing and enhancing a large-scale C#/.NET market data publishing platform.
• Building solutions that support market data lineage and traceability from raw data through to published outputs.
• Migrating legacy Excel/VBA-based publishing processes onto a strategic enterprise platform.
• Collaborating closely with Quantitative Research, Front Office Trading, Market Risk and Technology teams.
• Delivering production-quality software across the full development lifecycle.

Skills

Quantitative development

C#/.NET

Real-time market data

Software engineering

Education

Master's or PhD in quantitative discipline

Tools

Excel VBA

Job description

Initial contract until end of the year, with strong likelihood of extension into February

I'm working with a leading global investment bank looking for an experienced Quantitative Developer to join a high-performing Quantitative Research team responsible for delivering enterprise-wide market data solutions used across Front Office trading and risk.

This is an opportunity to work on a mission-critical, real-time market data platform that publishes pricing across multiple asset classes including Rates, FX, Commodities, Credit and XVA.

What you'll be working on

• Developing and enhancing a large-scale C#/.NET market data publishing platform.
• Building solutions that support market data lineage and traceability from raw data through to published outputs.
• Migrating legacy Excel/VBA-based publishing processes onto a strategic enterprise platform.
• Collaborating closely with Quantitative Research, Front Office Trading, Market Risk and Technology teams.
• Delivering production-quality software across the full development lifecycle.
• 5+ years' experience as a Quantitative Developer within a major financial institution.
• Experience working on real-time market data or pricing platforms.
• Knowledge of one or more financial asset classes such as Rates, FX, Fixed Income, Credit or XVA.
• Experience working within large quantitative libraries or analytics platforms.
• Strong understanding of software engineering best practices, testing and deployment.
• Master's or PhD in a quantitative discipline (Mathematics, Physics, Engineering, Statistics or similar).
• Experience migrating legacy Excel/VBA solutions into strategic platforms.
• Knowledge of market data publishing, pricing models or data lineage.

Interview Process

• Teams interview.
• Technical coding assessment completed remotely via email.

If you're an experienced Quant Developer looking to work on a strategic Front Office platform within a globally recognised investment banking environment, I'd be happy to tell you more.