Quantitative Developer Equities

Overview

As an Equities Quant Developer, you will design, implement, and optimize pricing and risk models for equity markets within a high-impact fintech environment. You’ll work closely with a lean team of engineers to translate complex mathematical methods into production-ready code. The role blends deep quantitative work with practical software delivery, enabling scalable, transparent investment analysis. This is a chance to shape the tech backbone of a fast-growing financial network that raises industry standards.

Pay / Benefits

• hybrid working
• open, relaxed environment
• potential for high earnings
• independent work style

Responsibilities

• Create, develop and implement complex pricing and risk models for equities
• Apply stochastic calculus, PDEs, Monte Carlo methods, statistics and numerical algorithms for quantitative analysis
• Develop production-ready, object-oriented code

Key requirements

• Minimum 8 years’ experience in financial markets focused on trading and risk management within the equities space
• MSc in STEM
• Strong C++ including C++11/14
• Python
• Git/Github or version control experience
• Experience in yield curves construction
• Knowledge of fixed income performance attribution methodologies

• independent/self-motivated
• able to work in a small, high-impact team
• problem-solving orientation
• C++ (C++11/14)
• Python
• Object-oriented programming

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