Senior Python Quant Developer - Cross-Asset XVA & Capital Analytics

Grid Dynamics; Greater London; On-site; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Flexible schedule

Medical insurance

Professional development opportunities

Well-equipped office

Job summary

Grid Dynamics is seeking an experienced C++/Python Quantitative Developer to join a high-impact analytics team focused on Cross Asset XVA and Capital Analytics. You will develop libraries for pricing and risk, and work with Traders, Structurers, and technology teams to deliver robust, scalable production solutions.

The role combines quantitative modelling with software engineering in a fast-paced financial markets environment, requiring strong programming in C++ and Python and collaboration

Qualifications

• Strong professional experience in a quantitative development, quantitative modelling or analytics role, ideally within financial services.
• Strong Python programming experience.
• Experience with C#/.NET and SQL.
• Strong understanding of software design principles and object-oriented programming.
• Experience working with market data.
• Strong knowledge of statistics and probability.
• Ability to apply probability theory and numerical techniques to complex financial instruments.
• Experience with quantitative methods and mathematical finance.
• Understanding of investments and financial products.
• Strong communication skills with the ability to work effectively with both technical and business stakeholders.

Responsibilities

• Develop and maintain quantitative analytics libraries supporting pricing and risk management.
• Implement and support quantitative models using a combination of mathematical and computer science techniques.
• Develop pricing and valuation models using numerical methods, including Monte Carlo simulations and PDE solvers.
• Build high-quality software using C++ and Python, alongside technologies such as C#/.NET, Java, SQL and kdb.
• Apply object-oriented design principles and strong software engineering practices to quantitative applications.
• Work with market data and develop analytical solutions for complex financial instruments.
• Collaborate closely with Traders, Structurers, Quantitative Analysts and Technology teams.
• Partner with control functions including Market Risk, Credit Risk, Finance, Legal, Compliance and Audit.
• Contribute to appropriate governance, controls and risk-management processes.
• Provide technical expertise and contribute to the wider direction of the quantitative technology function.

Skills

C++

Python

Software engineering

Object-oriented design

SQL

kdb

Statistics & Probability

Financial markets

Communication

Team collaboration

Education

Bachelor's or Master's degree in a relevant discipline

Master's or PhD preferred

Tools

C#/.NET

Java

SQL

kdb

Job description

Grid Dynamics is seeking an experienced C++/Python Quantitative Developer to join a high-impact analytics team focused on Cross Asset XVA and Capital Analytics. You will develop libraries for pricing and risk, and work with Traders, Structurers, and technology teams to deliver robust, scalable production solutions.

The role combines quantitative modelling with software engineering in a fast-paced financial markets environment, requiring strong programming in C++ and Python and collaboration