Senior Quantitative Developer - Rates (h/f)

Emagine Consulting
London
4 days ago
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Responsibilities

  • Lead the decommissioning of ~10 complex, end-of-life spreadsheets with significant operational and modelling risk.
  • Analyse, reverse-engineer, and simplify legacy Excel logic, formulas, macros, and hidden workflows.
  • Rebuild analytics as clean, maintainable, and scalable Python solutions.
  • Integrate new components into existing proprietary analytics libraries and data frameworks.
  • Apply strong engineering standards, including automated testing, documentation, and reliability practices.
  • Translate embedded SQL-style logic into well-structured, production-ready code.
  • Work across multiple asset classes, including equities, rates, and inflation.
  • Provide guidance, mentorship, and technical direction to a junior quant developer.

Qualifications

  • Strong Python development background within a quantitative, analytics, or financial-engineering environment.
  • Hands-on experience working with Excel/VBA-heavy legacy systems and untangling complex spreadsheet workflows.
  • Broad exposure to asset classes such as equities, interest rates, and inflation products.
  • Familiarity with analytics libraries, numerical methods, and relational data concepts.
  • Ability to dissect poorly structured legacy tools and redesign them into scalable, automated solutions.

emagine is a high-end professional services consultancy and solutions firm specialising in providing business and technology services to the financial services sector. We power progress, solve challenges, and deliver real results through tailored high-end consulting services and solutions.


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