Quantitative Developer: Real-Time Risk & Pricing Engineer

Ts-Imagine; Greater London; On-site; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Annual bonus

Salary review

Training budget

Health plan

Job summary

TS Imagine, a global leader in trading and risk management software, is seeking a Quantitative Developer for our Models and Quantitative Data team in London. You will design, develop, and test models to value positions, build quantitative datasets, and compute real-time market risk across asset classes.

You will write high-performance C++ for large-scale distributed systems, use Python/SQL/Snowflake for inputs, and document methodologies for validation and compliance.

Qualifications

• MS or PhD in mathematics, physical sciences, or engineering.
• 3–5 years’ experience in large-scale C++ development and data-intensive products.
• Proficiency in Python, Java, and SQL.
• Strong understanding of financial derivatives and market conventions.
• Experience with yield curves, volatility surfaces, and risk tools (VaR, Monte Carlo, P&L).

Responsibilities

• Design and develop financial models for pricing positions and risk across asset classes.
• Write high-performance C++ code for large-scale distributed systems.
• Leverage Python, SQL, and Snowflake to analyze and validate model inputs.
• Document methodologies for model validation and compliance.

Skills

C++ development

Python

SQL

Financial derivatives knowledge

Risk metrics knowledge

Education

MS/PhD in mathematics, physical sciences, or engineering

Tools

Snowflake

High-performance grid computing platform

Job description

TS Imagine, a global leader in trading and risk management software, is seeking a Quantitative Developer for our Models and Quantitative Data team in London. You will design, develop, and test models to value positions, build quantitative datasets, and compute real-time market risk across asset classes.

You will write high-performance C++ for large-scale distributed systems, use Python/SQL/Snowflake for inputs, and document methodologies for validation and compliance.