Senior Quantitative Developer - Pricing & Risk Models

TradingHub; Greater London; On-site; GBP 120,000 - 170,000; Full time

Benefits offered by this job

Annual discretionary performance bonus

Hybrid working policy

Office lunches twice a week

Private medical insurance + dental

Extended parental leave

25 days annual leave + bank holidays

Enhanced company pension plan

5 days study leave towards pro. quals

Salary sacrifice schemes

Death in service coverage

Job summary

TradingHub, a leading financial services tech firm, is seeking a Senior Quantitative Developer (VP) to lead the design, build and validation of pricing libraries and risk algorithms across multiple asset classes. You will productionise high-quality software and bring trader insight to modeling decisions.

You will join a specialist team delivering state-of-the-art market surveillance tools, mentored by senior leadership, with a focus on robustness, performance and scalable data processing in a

Qualifications

• Experience in financial markets, ideally pricing or trading.
• Proficient in an OO language (C# or Python).
• Strong mathematical and analytical abilities.
• Understanding of market risk, preferably fixed income.
• Knowledge of derivatives (options, swaps, futures).
• Knowledge of SQL/PostgreSQL databases.
• Able to deliver projects to deadlines with good prioritisation.

Responsibilities

• Develop pricing libraries, calculators and risk/pricing algorithms.
• Use in-house big data language for large-scale securities data analysis/production.
• Research market dynamics across asset classes.
• Prototype, test and validate proprietary models.
• Mentor junior team members.

Skills

C# / Python

Math & Analytics

Market risk knowledge

Derivatives knowledge

Delivery & prioritisation

OO language proficiency

Tools

SQL

PostgreSQL

Job description

TradingHub, a leading financial services tech firm, is seeking a Senior Quantitative Developer (VP) to lead the design, build and validation of pricing libraries and risk algorithms across multiple asset classes. You will productionise high-quality software and bring trader insight to modeling decisions.

You will join a specialist team delivering state-of-the-art market surveillance tools, mentored by senior leadership, with a focus on robustness, performance and scalable data processing in a