Risk & Treasury Quantitative Developer

Invenire Group; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

Invenire Group is seeking a Quantitative Developer to help design and build the technology underpinning our risk and treasury functions. You will craft production-grade systems used daily for exposure analysis, liquidity management, and funding decisions.

You will work across teams—risk, treasury, research, and trading—combining strong mathematics with professional software engineering to deliver reliable, scalable solutions in a fast-paced environment.

Qualifications

• 2–5 years of professional experience; not entry-level

Responsibilities

• Build production-quality systems for risk and treasury functions.
• Collaborate with risk, treasury, researchers, traders and portfolio managers to deliver reliable software.

Skills

Quantitative development

Mathematics

Python

Communication

Education

CS/Mathematics degree

Job description

Quantitative Developer – Risk & Treasury

Our client, a fast-growing multi-strategy investment firm, is looking for an exceptional quantitative developer to build the technology underpinning its risk and treasury functions. The systems you build will be used daily across the firm — powering exposure analysis, liquidity and cash management, funding decisions, and the middle-office infrastructure needed to support continued growth.

You’ll partner closely with colleagues across the business and be equally at home in quantitative analysis, engineering, and trading contexts. The firm wants someone who pairs professional‑grade software engineering with strong mathematics and clear communication, and who thrives working across teams in a demanding, high‑tempo setting. For the right person, this offers real ownership, firm‑wide visibility, and the chance to build genuinely important systems.

Candidate profile

• Around 2–5 years of professional experience — this is not an entry‑level position
• Prior quantitative development or research experience on the buy side at a leading firm, or a strats background at a top‑tier bank; both direct risk/treasury backgrounds and front‑office quant backgrounds will be considered
• Degree in computer science, mathematics, or a closely related discipline

What’s essential

• Excellent core mathematics, particularly linear algebra, with some exposure to portfolio risk modelling — raw quantitative and technical horsepower matters more here than deep domain specialisation
• Python at a professional software engineering standard: capable of shipping production‑quality systems, not just notebooks and ad‑hoc analysis
• The interpersonal range to work day‑to‑day with risk and treasury teams while communicating fluently with quant researchers, traders, and portfolio managers