Quantitative Developer: High-Performance Finance (London)

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 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.