Senior Quant Developer — Hybrid London, High-Impact Pricing

Bonhill Partners; Greater London; Hybrid; GBP 110,000 - 150,000; Full time

Benefits offered by this job

Hybrid work

Job summary

Bonhill Partners in London seeks a highly quantitative Senior Quant Developer to join the OTC Pricing team, bridging Quantitative Research and production engineering.

You will use Python for research and data modelling and Java to build high‑performance, distributed pricing systems that affect client pricing, flow analysis and hedging strategies for a global institutional liquidity provider.

Hybrid work arrangement: 3–4 days in the London office to enable high-bandwidth collaboration.

Qualifications

• Java expertise: 5+ years, OO design, concurrency, multi-region systems.
• Python proficiency with NumPy/SciPy/Pandas for data analysis and backtesting.
• Experience with numerical optimisation and ML for pricing problems.
• Direct market experience in client pricing or algorithmic trading.
• Strong numerical academic background (Math/Physics/Quantitative Finance).

Responsibilities

• Model Implementation (Java): architect and implement complex pricing/hedging models in a high-performance framework.
• Quantitative Research (Python): analyse large datasets, develop alpha signals, refine pricing logic.
• Distributed Systems: manage multi-region deployments ensuring 24/7 availability.
• Optimal Hedging: design automated hedging balancing market impact and liquidity.
• Client Analytics: model flow toxicity to optimise bespoke pricing tiers and spreads.

Skills

Java

Python

NumPy

SciPy

Pandas

KDB+/Q

AWS

Docker

Kubernetes

Low latency

Machine Learning

Tools

KDB+/Q

AWS

Docker

Kubernetes

Job description

Bonhill Partners in London seeks a highly quantitative Senior Quant Developer to join the OTC Pricing team, bridging Quantitative Research and production engineering.

You will use Python for research and data modelling and Java to build high‑performance, distributed pricing systems that affect client pricing, flow analysis and hedging strategies for a global institutional liquidity provider.

Hybrid work arrangement: 3–4 days in the London office to enable high-bandwidth collaboration.