Quant Developer

b Overview /b p In this Quant Developer role, you design and build OTC valuation models and integrate analytics into the core valuation infrastructure for a broad set of derivatives. You will contribute to multiple applications by developing proprietary analytics libraries and implementing models from simple to advanced numerical methods. You’ll work across front-office and production environments, validating models with real trades to ensure accurate pricing. London-based opportunity with a renowned buy-side and HFT software context that shapes how derivatives are valued. /p b Responsibilities /b ul li Design and develop OTC valuation models and analytics libraries /li li Integrate analytics into the main valuation infrastructure for derivatives /li li Implement financial models ranging from simple to sophisticated /li li Participate in all phases of development: algorithm design, back testing, integration, deployment /li li Validate models and price real-world trades to ensure correct valuations /li li Maintain and enhance valuation engines across multiple applications /li li Collaborate with cross-functional teams and support production deployment /li /ul b Key requirements /b ul li Min 1 year of quant development experience /li li PhD or Masters from a top-tier school in Maths/Stats/Physics/Engineering /li li Stochastic calculus knowledge /li li Experience in C++ or Java development /li li Cross-platform C++ library build experience (Unix, Solaris, Windows) /li li Strong cross-asset exposure to derivatives (FX, rates, credit, equity) /li li Partial differential equations and numerical analysis experience /li li Proficiency in C++/C#/Java interfaces to core analytic libraries /li /ul ul li Strong analytical thinking /li li Team collaboration /li li Attention to detail /li li C++ or Java development /li li C# or Java programming for interfaces /li li Stochastic calculus /li /ul