Quantitative Developer: Pricing Models & Risk Analytics

TradingHub Group; Greater London; Hybrid; GBP 65,000 - 90,000; Full time

Benefits offered by this job

Annual performance bonus

Hybrid working policy

Office lunches twice a week

Private medical insurance + dental cover

Extended parental leave

25 days annual leave + bank holidays

Enhanced company pension plan

5 days study leave

Job summary

TradingHub Group is seeking a Quantitative Developer to design and validate pricing models. The role requires proficiency in C#, C++, or Python and experience in financial markets to develop financial pricing libraries and algorithms.

The successful candidate will work in a dynamic environment, with responsibilities including data analysis and model validation. The company offers a hybrid working policy and numerous employee benefits including private medical insurance, a performance bonus, and 25 days annual leave.

Qualifications

• Proficiency with C#, C++, or Python.
• Evidence of exceptional mathematical and analytical skills.
• Initial industry experience working as a quant within a financial services organisation.
• Some knowledge of risk sensitivities or 'Greeks' such as Delta, Gamma, DV01 etc.
• Understanding of derivatives (e.g., swaps, options, futures).
• Confidence to experiment with new ideas and technologies.
• Keen to work in a fast-paced environment.

Responsibilities

• Development of financial pricing libraries, calculators, and algorithms.
• Large-scale analysis and production of securities data using in-house big data language.
• Research and development of market dynamics across multiple asset classes.
• Prototyping, testing, and validation of models.

Skills

C#

C++

Python

Mathematical and analytical skills

Knowledge of risk sensitivities (Greeks)

Understanding of derivatives

Education

Experience in financial services

Job description

TradingHub Group is seeking a Quantitative Developer to design and validate pricing models. The role requires proficiency in C#, C++, or Python and experience in financial markets to develop financial pricing libraries and algorithms.

The successful candidate will work in a dynamic environment, with responsibilities including data analysis and model validation. The company offers a hybrid working policy and numerous employee benefits including private medical insurance, a performance bonus, and 25 days annual leave.