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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 a full-time role with opportunities for growth and collaboration in a vibrant team.
- Why this job: Be part of a cutting-edge team that shapes trading strategies and impacts global markets.
- Qualifications: 2-5 years in quantitative development; strong maths background; Java programming skills required.
- Other info: Ideal for those passionate about finance, technology, and innovative problem-solving.
The predicted salary is between 28800 - 48000 £ per year.
Direct message the job poster from H&P Executive Search
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 level
Not Applicable
Employment type
-
Employment type
Full-time
Job function
-
Job function
Finance
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Quantitative Developer (London) 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 (London)
✨Tip Number 1
Make sure to brush up on your programming skills, especially in Java, as this is a key requirement for the role. Consider working on personal projects or contributing to open-source projects that involve quantitative finance to showcase your abilities.
✨Tip Number 2
Network with professionals in the quantitative finance field. Attend industry meetups or webinars where you can connect with traders and quants. This could lead to valuable referrals or insights about the company culture and expectations.
✨Tip Number 3
Familiarise yourself with the latest trends in FX and fixed income products. Understanding current market conditions and regulatory changes will not only help you in interviews but also demonstrate your proactive approach to the role.
✨Tip Number 4
Prepare to discuss your experience with numerical algorithms and pricing models in detail. Be ready to explain your thought process and problem-solving techniques, as this will be crucial during technical interviews.
We think you need these skills to ace Quantitative Developer (London)
Some tips for your application 🫡
Understand the Role: Thoroughly read the job description for the Quantitative Developer position. Familiarise yourself with the key responsibilities and required skills, especially focusing on pricing models, FX or fixed income products, and programming in Java.
Tailor Your CV: Customise your CV to highlight relevant experience in quantitative development or pricing. Emphasise your programming skills, particularly in Java, and any experience with Monte Carlo methods or stochastic calculus.
Craft a Strong Cover Letter: Write a compelling cover letter that connects your background in mathematics, statistics, or physics to the role. Mention specific projects or experiences that demonstrate your ability to develop models and algorithms for pricing derivatives.
Showcase Collaboration Skills: In your application, illustrate your ability to work collaboratively with traders, quants, and technologists. Provide examples of past teamwork that led to improved pricing accuracy or performance.
How to prepare for a job interview at H&P Executive Search
✨Brush Up on Your Quant Skills
Make sure you're well-versed in the key concepts of quantitative finance, especially around pricing models for derivatives. Be prepared to discuss your experience with FX or fixed income products and how you've applied mathematical principles in real-world scenarios.
✨Showcase Your Programming Proficiency
Since solid programming skills in Java are essential for this role, be ready to demonstrate your coding abilities. You might be asked to solve a problem on the spot, so practice coding challenges related to quantitative development beforehand.
✨Prepare for Technical Questions
Expect technical questions that delve into Monte Carlo methods, stochastic calculus, or PDEs. Brush up on these topics and be ready to explain how you've used them in your previous roles or projects.
✨Demonstrate Collaboration Skills
This role involves working closely with traders, quants, and technologists. Be prepared to discuss examples of how you've successfully collaborated in a team environment, highlighting your communication skills and ability to integrate feedback.
