Real-Time Market Data Quant Developer (C#/.NET)

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

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.