Quant Developer
Data Intellect4 days ago
Responsibilities
- Design, develop, and implement quantitative models and analytics for risk management and portfolio valuation systems.
- Build risk, hedging, portfolio optimisation, position management, hedge effectiveness, and optimal hedge sizing tools.
- Integrate quantitative models into scalable production platforms with Core Engineering teams.
- Contribute to modernising risk technology architecture and analytical capabilities.
- Translate business requirements into robust quantitative solutions.
- Validate and enhance risk methodologies for accuracy, performance, and practical applicability.
- Support the evolution of risk metrics and portfolio analytics across multiple asset classes.
- Collaborate with stakeholders across Risk, Technology, Front Office, quantitative, and engineering teams.
Requirements
- Advanced degree in a quantitative discipline such as Financial Mathematics, Quantitative Finance, Mathematics, Statistics, Physics, or Engineering is preferred.
- Strong analytical and mathematical background with proven experience developing quantitative models.
- Significant industry experience in capital markets, risk management, quantitative research, or quantitative development.
- Deep understanding of risk analytics, portfolio valuation, and hedging methodologies.
- Ability to design and build models independently from concept through implementation.
- Sufficient programming ability to implement and maintain quantitative models in production environments.
- C# is preferred; strong Java or C++ candidates will also be considered.
- Experience delivering business value in complex financial environments and collaborating effectively with quantitative and engineering teams.
- Experience with large-scale financial systems is advantageous.
Benefits
- Hybrid and flexible working between home and global offices.
- Global opportunities to work with clients in London, New York, Hong Kong, Singapore, Toronto, and beyond.
- Day-one access to paid training, certifications, and leadership development.
- Biannual promotion cycles and monthly 1:1s supporting career progression.
- Healthcare and wellbeing benefits, with the provider dependent on region.
- Flexible, increasing holiday allowance with the option to work bank holidays for greater flexibility.
- Referral bonuses and social events.