Initial contract until end of the year, with strong likelihood of extension into February
I'm working with a leading global investment bank looking for an experienced Quantitative Developer to join a high-performing Quantitative Research team responsible for delivering enterprise-wide market data solutions used across Front Office trading and risk.
This is an opportunity to work on a mission-critical, real-time market data platform that publishes pricing across multiple asset classes including Rates, FX, Commodities, Credit and XVA.
What you'll be working on
- Developing and enhancing a large-scale C#/.NET market data publishing platform.
- Building solutions that support market data lineage and traceability from raw data through to published outputs.
- Migrating legacy Excel/VBA-based publishing processes onto a strategic enterprise platform.
- Collaborating closely with Quantitative Research, Front Office Trading, Market Risk and Technology teams.
- Delivering production-quality software across the full development lifecycle.
- 5+ years' experience as a Quantitative Developer within a major financial institution.
- Experience working on real-time market data or pricing platforms.
- Knowledge of one or more financial asset classes such as Rates, FX, Fixed Income, Credit or XVA.
- Experience working within large quantitative libraries or analytics platforms.
- Strong understanding of software engineering best practices, testing and deployment.
- Master's or PhD in a quantitative discipline (Mathematics, Physics, Engineering, Statistics or similar).
- Experience migrating legacy Excel/VBA solutions into strategic platforms.
- Knowledge of market data publishing, pricing models or data lineage.
Interview Process
- Teams interview.
- Technical coding assessment completed remotely via email.
If you're an experienced Quant Developer looking to work on a strategic Front Office platform within a globally recognised investment banking environment, I'd be happy to tell you more.
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