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Quantitative Developer (London)

H&P Executive Search
London
2 days ago
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To be considered for an interview, please make sure your application is full in line with the job specs as found below.
Quant Finance Associate at H&P Executive Search I'm currently working on behalf of a leading global securities firm, who seeking a talented Quant Developer to join their London-based front office quantitative team. This is an excellent opportunity to work at the intersection of trading and technology, designing and implementing high-performance models that underpin core pricing and risk functions.
Role Overview:
You will play a critical role in developing models and algorithms for the pricing of derivative instruments, with a focus on FX or fixed income products. Your work will directly support trading, structuring, and risk management efforts across global markets.
Key Responsibilities:
Develop and implement pricing models for derivatives.
Collaborate with traders, quants, and technologists to improve pricing accuracy and performance.
Design and test numerical algorithms and pricing engines.
Build analytical tools and contribute to the development of internal quant libraries.
Maintain and improve existing models in response to market conditions and regulatory changes.
Required Skills & Experience:
2–5 years' experience in quantitative development or pricing within a financial institution.
Strong background in mathematics, statistics, or physics, ideally with a postgraduate degree (PhD/MSc).
Solid programming skills in Java.
Experience with FX or fixed income products and yield curve construction is highly preferred.
Familiarity with Monte Carlo methods, stochastic calculus, or PDEs is a plus.
If there is any interest in this opportunity, apply, and a consultant will reach out to you shortly.
Seniority level

Seniority levelNot Applicable
Employment type

Employment typeFull-time
Job function

Job functionFinance
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