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For Companies At a Glance
- Tasks: Join a dynamic team to develop cutting-edge pricing and trading solutions in a fast-paced environment.
- Company: High-growth institutional trading firm in the digital assets market.
- Benefits: Competitive salary, flexible working options, and opportunities for professional growth.
- Other info: Collaborative culture with a focus on high-performance systems and career advancement.
- Why this job: Make a real impact by solving complex market problems with innovative technology.
- Qualifications: Strong Java and Python skills, with experience in quantitative analysis and trading environments.
The predicted salary is between 48000 - 72000 £ per year.
A high-growth institutional trading business in the digital assets market is expanding its London team and hiring a Quant Developer to join its OTC pricing function. This is a great opportunity to join a successful firm adding headcount as it continues to grow, and to work on highly visible quantitative systems that sit at the core of pricing, hedging and liquidity decisions. The role offers a rare blend of quantitative research partnership and hands-on production engineering, making it ideal for someone who enjoys solving real market problems in a fast-paced trading environment.
THE ROLE:
This is a senior-level quant development role within the OTC pricing team, focused on turning quantitative ideas into robust, production-grade trading and pricing solutions. The successful candidate will work very closely with quantitative researchers, contributing not only to implementation but also to the design and refinement of pricing and liquidity models. The role combines research-oriented modelling in Python with production engineering in Java. You will use Python to analyse data, test ideas and support model development, while using Java to build and enhance high-performance pricing infrastructure used in a live, global trading environment.
You will be involved in the development of pricing logic, flow analysis, spread optimisation and automated hedging tools. The role also includes working on distributed systems challenges in a 24/7 multi-region environment, where reliability, consistency and performance are critical. This is a high-impact position for someone who enjoys applying quantitative thinking to real trading and pricing problems at scale.
KEY RESPONSIBILITIES:
- Build and enhance quantitative pricing, hedging and optimisation models within a high-performance Java framework
- Work alongside quantitative researchers to analyse large datasets and translate research into production-ready solutions
- Use Python for model prototyping, data analysis, signal investigation and backtesting activity
- Develop and improve pricing skew, spread and liquidity optimisation logic
- Design and implement automated hedging strategies, taking into account execution risk, liquidity and market impact
- Support pricing system deployment across distributed, multi-region architecture with a focus on uptime and consistency
- Analyse client trading behaviour, including flow quality, decay and pricing performance, to support more effective pricing decisions
- Contribute to the ongoing evolution of tools and systems used in a live institutional trading environment
REQUIRED - SKILLS/EXPERIENCE:
- Strong Java development experience, ideally 5+ years
- Deep understanding of object-oriented design, concurrency, and high-performance distributed systems
- Proficient in Python; Including use of libraries such as NumPy, SciPy and Pandas for quantitative analysis and prototyping
- Proven experience applying numerical optimisation techniques and/or machine learning methods to pricing, trading or market-related problems
- Prior experience in client pricing, electronic trading, or a closely related quantitative trading environment
- Exposure to liquid markets such as FX, equities, ETFs or crypto
- Strong academic background in a quantitative discipline such as Mathematics, Physics or Quantitative Finance
- Ability to operate effectively in a role that bridges quantitative modelling and production engineering
DESIRABLE - SKILLS/EXPERIENCE:
- Familiarity with low-latency system optimisation, such as GC tuning or tools/frameworks used in high-performance messaging environments
- Understanding of derivatives pricing and risk management, particularly across products such as futures, forwards, NDFs and CFDs
- KDB+/Q
- Exposure to AWS, Docker and Kubernetes
Quant Developer OTC Pricing in City of London employer: James Joseph Associates Limited
Contact Detail:
James Joseph Associates Limited Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quant Developer OTC Pricing in City of London
✨Tip Number 1
Network like a pro! Reach out to folks in the industry, attend meetups, and connect with people on LinkedIn. You never know who might have the inside scoop on job openings or can put in a good word for you.
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your projects, especially those involving Python and Java. This will give potential employers a taste of what you can do and how you tackle real market problems.
✨Tip Number 3
Prepare for interviews by brushing up on your quantitative skills and coding challenges. Practice explaining your thought process clearly, as communication is key when working closely with quantitative researchers.
✨Tip Number 4
Don’t forget to apply through our website! We’re always on the lookout for talented individuals like you to join our team. Plus, it’s a great way to ensure your application gets seen by the right people.
We think you need these skills to ace Quant Developer OTC Pricing in City of London
Some tips for your application 🫡
Show Off Your Skills: Make sure to highlight your Java and Python skills in your application. We want to see how you’ve used these languages in real-world scenarios, especially in quantitative trading or pricing environments.
Tailor Your Application: Don’t just send a generic CV! Tailor your application to reflect the specific responsibilities and requirements mentioned in the job description. We love seeing candidates who take the time to connect their experience with what we’re looking for.
Quantitative Problem-Solving Examples: Include examples of how you've tackled quantitative problems in the past. Whether it’s through model development or optimising trading strategies, we want to know how you think and solve issues in a fast-paced environment.
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way to ensure your application gets into the right hands and shows us you’re serious about joining our team!
How to prepare for a job interview at James Joseph Associates Limited
✨Know Your Tech Stack Inside Out
Make sure you’re well-versed in both Java and Python, as these are crucial for the role. Brush up on your knowledge of libraries like NumPy, SciPy, and Pandas, and be ready to discuss how you've used them in past projects.
✨Showcase Your Problem-Solving Skills
Prepare to discuss specific examples where you've tackled real market problems using quantitative methods. Think about how you’ve applied numerical optimisation techniques or machine learning in previous roles, and be ready to explain your thought process.
✨Understand the Trading Environment
Familiarise yourself with the dynamics of liquid markets such as FX, equities, and crypto. Be prepared to talk about how client trading behaviour impacts pricing decisions and how you can contribute to optimising those processes.
✨Ask Insightful Questions
During the interview, don’t hesitate to ask questions that show your interest in the company’s trading strategies and technology stack. Inquire about their approach to distributed systems and how they ensure reliability and performance in a 24/7 environment.