Job Specification: Quantitative Developer (PhD) Location:
London, UK Employment Type:
Permanent Salary:
Competitive + Bonus + Benefits Overview
We are seeking highly skilled
Quantitative Developers (PhD level)
to join leading banking institutions in London. The role focuses on building robust quantitative models, analytics platforms, and high-performance systems to support trading, risk management, and pricing functions across asset classes. Key Responsibilities
Design, develop, and implement
quantitative models
for pricing, risk, and trading strategies Translate complex financial models into
scalable production-grade code Collaborate closely with
Front Office, Trading, Risk, and Research teams Enhance and maintain
low-latency, high-performance systems Perform
model validation, backtesting, and optimisation Contribute to
architecture design
of quant libraries and analytics platforms Ensure best practices in
software engineering, testing, and documentation Work with large datasets and implement
efficient numerical methods Required Qualifications
PhD in a quantitative discipline , such as: Mathematics Physics Statistics Financial Engineering Computer Science Strong academic background with focus on
applied mathematics or computational methods Essential Experience
Proven experience working within
investment banking or financial markets Strong understanding of: Derivatives pricing Risk modelling Market data and financial instruments Experience supporting
Front Office or trading desks
(highly desirable) Technical Skills
Advanced programming skills in: Python (essential) C++ / Java / C# (strongly preferred) Experience with: Object-oriented design and software engineering best practices Numerical methods (Monte Carlo, PDEs, stochastic calculus) Data structures, algorithms, and performance optimisation Familiarity with: Quant libraries (e.g., QuantLib) Cloud platforms or distributed computing (nice to have) Version control tools (Git) Preferred Domain Expertise
One or more asset classes: Equities Fixed Income FX Commodities Credit derivatives Exposure to: Algorithmic trading / systematic strategies Risk systems (XVA, VaR, CVA, PFE, etc.) Soft Skills
Strong analytical and problem-solving abilities Excellent communication skills (ability to explain complex concepts clearly) Ability to work in
fast-paced, front-office environments Collaborative mindset with stakeholders across business and technology What’s on Offer
Opportunity to work on
cutting-edge quantitative problems
in global banking Exposure to
front-office trading environments Competitive compensation with performance bonus Clear career progression into
lead quant / architect roles Flexible / hybrid working options Typical Candidate Profile
PhD graduate with
3-10+ years\' experience in banking Strong blend of
quantitative research + software engineering skills Experience delivering
production-ready quant models Passion for solving complex financial and computational problems
#J-18808-Ljbffr
or continue with email
London, UK Employment Type:
Permanent Salary:
Competitive + Bonus + Benefits Overview
We are seeking highly skilled
Quantitative Developers (PhD level)
to join leading banking institutions in London. The role focuses on building robust quantitative models, analytics platforms, and high-performance systems to support trading, risk management, and pricing functions across asset classes. Key Responsibilities
Design, develop, and implement
quantitative models
for pricing, risk, and trading strategies Translate complex financial models into
scalable production-grade code Collaborate closely with
Front Office, Trading, Risk, and Research teams Enhance and maintain
low-latency, high-performance systems Perform
model validation, backtesting, and optimisation Contribute to
architecture design
of quant libraries and analytics platforms Ensure best practices in
software engineering, testing, and documentation Work with large datasets and implement
efficient numerical methods Required Qualifications
PhD in a quantitative discipline , such as: Mathematics Physics Statistics Financial Engineering Computer Science Strong academic background with focus on
applied mathematics or computational methods Essential Experience
Proven experience working within
investment banking or financial markets Strong understanding of: Derivatives pricing Risk modelling Market data and financial instruments Experience supporting
Front Office or trading desks
(highly desirable) Technical Skills
Advanced programming skills in: Python (essential) C++ / Java / C# (strongly preferred) Experience with: Object-oriented design and software engineering best practices Numerical methods (Monte Carlo, PDEs, stochastic calculus) Data structures, algorithms, and performance optimisation Familiarity with: Quant libraries (e.g., QuantLib) Cloud platforms or distributed computing (nice to have) Version control tools (Git) Preferred Domain Expertise
One or more asset classes: Equities Fixed Income FX Commodities Credit derivatives Exposure to: Algorithmic trading / systematic strategies Risk systems (XVA, VaR, CVA, PFE, etc.) Soft Skills
Strong analytical and problem-solving abilities Excellent communication skills (ability to explain complex concepts clearly) Ability to work in
fast-paced, front-office environments Collaborative mindset with stakeholders across business and technology What’s on Offer
Opportunity to work on
cutting-edge quantitative problems
in global banking Exposure to
front-office trading environments Competitive compensation with performance bonus Clear career progression into
lead quant / architect roles Flexible / hybrid working options Typical Candidate Profile
PhD graduate with
3-10+ years\' experience in banking Strong blend of
quantitative research + software engineering skills Experience delivering
production-ready quant models Passion for solving complex financial and computational problems
#J-18808-Ljbffr
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