Quantitative Developer - Derivatives (Basé à London)

Salary: Up to £100,000 + Performance-Based Bonus
Location:London (3 days per week in-office)

Position:Quant Developer - Derivatives Focus | London (Hybrid)

The Company:
A high-growth fintech firm building world-class analytics and risk management tools for top-tier hedge funds operating in the global macro and rates derivatives space. With a robust SaaS platform already in use by some of the most sophisticated investors in the market, the company is scaling its quant development team to support further expansion.

The Opportunity:
This is a critical hire working directly with the Head of Quant Development, focused on building production-grade derivatives pricing libraries and delivering high-performance analytics tools to elite hedge fund clients. Unlike many quant roles, this position requires someone with deep experience building models and translating them into robust, scalable code. You'll work on problems that sit at the intersection of trading, risk, and software engineering - and help define the next generation of derivatives analytics technology. This role is ideal for someone with 3-5 years of hands-on experience in derivatives pricing, who wants meaningful ownership, technical depth, and front-office exposure.

Key Responsibilities:

• Build and enhance the derivatives pricing and analytics engine, focusing on rates products.
• Translate mathematical models into high-quality, production-ready code.
• Collaborate closely with quants, traders, and engineers to deliver accurate, high-performance solutions.
• Ensure code quality and maintainability using proper engineering practices (version control, CI/CD, testing).
• Contribute to architectural decisions and scaling of the platform.
• Serve as a technical lead and mentor as the team grows.

What They're Looking For:

• 3-5 years of experience specifically in derivatives pricing or risk model development.
• Demonstrated ability to write production-level code in Python or C++.
• Solid understanding of the mathematical models behind derivatives.
• Experience building or maintaining pricing libraries or risk engines.
• Strong communication skills and the ability to work in a fast-paced, high-accountability environment.

Why Join?

• Clear Technical Ownership:Work as the right hand to the Head of Quant Dev.
• Modern Stack & Environment:Build from first principles, without legacy constraints.
• Direct Exposure to Clients & Trading Teams.
• Company Momentum:Well-funded, high-growth phase, with proven demand from hedge funds.
• Learning Culture:High-quality peer group, high expectations, and high rewards.

Package & Model:

• Salary:Up to £100,000 (non-negotiable ceiling) + bonus.
• Hybrid Working:3 days per week in the London office.
• Benefits:Private healthcare, pension, and more.
• Interview Process:Initial call → Technical screening → Coding challenge → Final interviews with trading & product leads.

If you're a quant developer who understands & enjoys both the model and the code, and you're looking to work on genuinely interesting problems in the derivatives space - this could be your next step.

To speak in absolute confidence about this opportunity please contact Jack Tyrrell, Specialist Recruitment Consultant at MCS Group 7 or send an up to date CV via the link provided.

All conversations will be treated in the strictest of confidence.

Seniority level:

• Mid-Senior level

Employment type:

• Full-time

Job function:

• Engineering, Finance, and Information Technology

Industries:

• Software Development

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