About this role
Salary: £40,000 - 67,500 per year
Requirements: Strong hands-on background in production-grade Java is a strict requirement.Strong Python skills are welcome.Deep understanding of curve building, bootstrapping, financial date mechanics, and cash flows.Strong OTC derivatives expertise, specifically with variance swaps, volatility swaps, and knocking knockouts.Proven ability to implement advanced numerical methods such as Monte Carlo.Senior quant engineer profile with experience translating complex math into high-performance code.From-scratch build experience is highly valued. Responsibilities: Build a brand-new capital markets valuation engine from scratch.Work as a hands-on individual contributor in a front-office team.Read academic papers and turn them into practical pricing models.Build pricing models from the ground up.Directly defend and explain modeling choices.Implement advanced numerical methods and deliver high-performance code. Technologies: JavaPythonQuant More:
We are a global financial institution hiring a Quant Developer for exotic derivatives in London, working in a hybrid arrangement of 3 days per week onsite. This is a 6–12 month contract with a 12-month scope, and the role sits within a front-office team building a brand-new capital markets valuation engine from scratch. We offer the opportunity to work on a highly technical, hands-on project where you can apply deep quantitative expertise to complex OTC derivatives pricing.
last updated 30 week of 2026