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- Tasks: Develop and implement pricing models for derivatives in a dynamic trading environment.
- Company: Join a leading global securities firm at the forefront of finance and technology.
- Benefits: Enjoy competitive pay, collaborative culture, and opportunities for professional growth.
- Why this job: Be part of a cutting-edge team shaping the future of trading and risk management.
- Qualifications: 2-5 years in quantitative development; strong maths background; Java programming skills required.
- Other info: Ideal for those passionate about finance and technology, with a focus on FX or fixed income.
The predicted salary is between 43200 - 72000 £ per year.
I'm currently working on behalf of a leading global securities firm, who is 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.
Quantitative Developer employer: H&P Executive Search
Contact Detail:
H&P Executive Search Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Developer
✨Tip Number 1
Familiarise yourself with the latest trends in derivatives pricing and quantitative finance. This will not only help you understand the role better but also give you talking points during interviews, showing your genuine interest in the field.
✨Tip Number 2
Network with professionals in the industry, especially those working in quantitative roles. Attend relevant meetups or webinars to connect with potential colleagues and learn more about the company culture at the firm you're applying to.
✨Tip Number 3
Brush up on your programming skills, particularly in Java, as it's a key requirement for this role. Consider working on personal projects or contributing to open-source projects that involve quantitative development to showcase your abilities.
✨Tip Number 4
Prepare to discuss specific examples of your past work related to pricing models or algorithms. Being able to articulate your contributions and the impact they had on previous projects will set you apart from other candidates.
We think you need these skills to ace Quantitative Developer
Some tips for your application 🫡
Understand the Role: Before applying, make sure you fully understand the responsibilities and requirements of a Quantitative Developer. Familiarise yourself with derivatives pricing, FX or fixed income products, and the necessary programming skills.
Tailor Your CV: Highlight your relevant experience in quantitative development, especially any work related to pricing models or financial instruments. Emphasise your programming skills in Java and any specific projects that demonstrate your expertise in mathematics or statistics.
Craft a Strong Cover Letter: Write a compelling cover letter that showcases your passion for the role and the company. Mention your experience with Monte Carlo methods or stochastic calculus if applicable, and explain how your background aligns with the firm's needs.
Proofread Your Application: Before submitting, carefully proofread your CV and cover letter for any errors or inconsistencies. A polished application reflects your attention to detail, which is crucial in quantitative roles.
How to prepare for a job interview at H&P Executive Search
✨Brush Up on Your Technical Skills
Make sure you're well-versed in the programming languages and mathematical concepts relevant to the role. Since this position requires strong Java skills and knowledge of pricing models, be prepared to discuss your experience and possibly solve coding problems during the interview.
✨Understand the Financial Products
Familiarise yourself with FX and fixed income products, as well as the specific derivatives you'll be working with. Being able to discuss these products intelligently will show your potential employer that you have a genuine interest in the field and understand the market dynamics.
✨Prepare for Problem-Solving Questions
Expect to face questions that assess your analytical thinking and problem-solving abilities. Practice explaining your thought process clearly, especially when it comes to designing algorithms or improving pricing accuracy, as this is crucial for the role.
✨Showcase Your Collaborative Spirit
Since the role involves working closely with traders and other quants, be ready to discuss examples of how you've successfully collaborated in the past. Highlight your communication skills and ability to work in a team, as this will be key to your success in the position.
