Quantitative Developer - Python

Qh4 Consulting; Greater London; Hybrid; GBP 80,000 - 120,000; Full time

Benefits offered by this job

Discretionary performance bonus

Healthcare

Life assurance

Pension

Cycle to work scheme

23 days holiday rising to 30

Five work-from-anywhere days rising to 30

Job summary

Qh4 Consulting, based in Greater London, is seeking a Quantitative Developer at the VP/Director level. The ideal candidate will have a strong quantitative background, solid Python skills, and experience in structured finance, particularly in ABS markets. Responsibilities include designing and maintaining pricing and risk engines, developing data pipelines, and integrating capabilities into a live SaaS platform. The role offers competitive base salary, discretionary bonus, hybrid working options, and generous holiday allowances.

Qualifications

• Strong quantitative background with Python skills.
• Experience in fixed income, credit, or ABS markets.
• Entrepreneurial mindset with the ability to work in a startup-like pace.

Responsibilities

• Design, build, and maintain pricing and risk engines across granular asset portfolios.
• Develop resilient data pipelines across complex financial datasets.
• Integrate new capabilities into a live SaaS platform.
• Take ownership in a hands-on role with production-quality delivery.

Skills

Quantitative analysis

Python

Structured Finance

Education

STEM degree or PhD

Job description

Overview

Quantitative Developer | Structured Finance | VP / Director Level — A fast-growing London-based investment firm at the cutting edge of fixed income and structured credit is looking for a quantitative developer to join a small, highly technical team building proprietary pricing and risk infrastructure from the ground up.

This is a hands-on role with real ownership. You will design, build and maintain pricing and risk engines across granular asset portfolios and ABS securities, including CLOs, RMBS, consumer and auto ABS, develop resilient data pipelines across complex financial datasets, and work directly with advisory and analytics teams to integrate new capabilities into a live SaaS platform.

Responsibilities

• Design, build and maintain pricing and risk engines across granular asset portfolios and ABS securities, including CLOs, RMBS, consumer and auto ABS.
• Develop resilient data pipelines across complex financial datasets.
• Work directly with advisory and analytics teams to integrate new capabilities into a live SaaS platform.
• Take ownership in a hands-on role with production-quality delivery.

Qualifications

• Strong quantitative background, solid Python skills, and genuine experience in fixed income, credit or ABS markets.
• A STEM degree or PhD is a plus; what matters is ability to operate in structured finance and build production-ready solutions.
• Entrepreneurial mindset; able to work close to the business in a startup-like pace and culture. Seniority: VP or Director level.

What is on offer

Competitive base, discretionary performance bonus, healthcare, life assurance, pension, cycle to work, 23 days holiday rising to 30, five work-from-anywhere days rising to 30, and hybrid working with Fridays remote.

If this sounds like the right move and you have the background, I would be keen to hear from you.