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Quantitative Developer

Randstad Digital
London
Location
London, England
Quant Developer - Exotic Derivatives

Location:

London (3 days/week hybrid)

Duration:

6-12 months (12-month scope)

The Role

Join a front-office team at a global financial institution building a brand-new capital markets valuation engine from scratch. This is a hands-on, individual contributor role-no black-box custodianship. You will read academic papers, build pricing models from the ground up, and directly defend your modeling choices.

Key Requirements

Technical:

Strong Python skills are welcome, but a solid, hands-on background in production-grade

Java

is a strict requirement.

Math/Finance:

Deep understanding of curve building, bootstrapping, financial date mechanics, and cash flows.

Products:

Strong OTC derivatives expertise, specifically with variance swaps, volatility swaps, and knocking knockouts.

Execution:

Proven ability to implement advanced numerical methods (e.g., Monte Carlo) and hit the ground running.

Apply

If you are a senior quant engineer who can translate complex math into high-performance code, please apply with your CV highlighting your 'from-scratch' build experience. or share to Randstad Technologies is acting as an Employment Business in relation to this vacancy.

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