Real-Time Quant Pricing & Analytics Developer

Cantor Fitzgerald; City of Westminster; On-site; GBP 120,000 - 180,000; Full time

Job summary

Cantor Fitzgerald Securities in London, United Kingdom, is seeking a Quant Developer to join our real-time data analytics team. You will work with quantitative analysts, data scientists and developers to produce high-quality data for Fenics Market Data, impacting internal and external stakeholders.

Responsibilities include developing pricing models, contributing to libraries, integrating models, and researching innovative solutions for event-driven environments.

Qualifications

• Pricing analytics experience in at least one asset class.
• Experience with CI/CD and real-time event-driven environments.
• Proficiency in Python, Java, or C++.
• Familiar with relational/NoSQL databases (KDB, Oracle, Sybase, Cassandra).
• Experience with electronic trading systems is advantageous.
• Experience with container frameworks desirable.

Responsibilities

• Develop pricing models within an application development framework.
• Contribute to quantitative libraries for model development.
• Integrate pricing models with cross-disciplinary teams.
• Research and develop solutions for real-time event-driven challenges.
• Work with shared frameworks to deliver robust and scalable solutions.
• Implement data-driven development practices including unit testing and back-testing.
• Stay updated with AI-assisted coding techniques and apply them.
• Collaborate with a global team and manage workload independently.
• Maintain conduct risk awareness and mitigate potential market risks.

Skills

Pricing analytics

Real-time systems

CI/CD

Python

Java

C++

Databases

KDB

Trading systems

Containers

Problem solving

Analytical mindset

Communication skills

Job description

Cantor Fitzgerald Securities in London, United Kingdom, is seeking a Quant Developer to join our real-time data analytics team. You will work with quantitative analysts, data scientists and developers to produce high-quality data for Fenics Market Data, impacting internal and external stakeholders.

Responsibilities include developing pricing models, contributing to libraries, integrating models, and researching innovative solutions for event-driven environments.