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For Companies At a Glance
- Tasks: Join a dynamic team to develop cutting-edge pricing models and solutions in a fast-paced trading environment.
- Company: High-growth institutional trading firm in the digital assets market expanding its London team.
- Benefits: Competitive salary, growth opportunities, and a chance to work with innovative technologies.
- Other info: Collaborative culture with a focus on high-performance systems and continuous learning.
- Why this job: Make a real impact by solving complex market problems with quantitative thinking and engineering skills.
- Qualifications: Strong Java and Python skills, with experience in quantitative analysis and trading environments.
The predicted salary is between 43200 - 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 London employer: James Joseph Associates
Contact Detail:
James Joseph Associates Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quant Developer - OTC Pricing in 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 refer you directly.
✨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-world problems.
✨Tip Number 3
Prepare for interviews by brushing up on your quantitative skills and coding challenges. Practice common algorithms and data structures, and be ready to discuss your thought process when solving problems.
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets seen. Plus, we love seeing candidates who are proactive about their job search.
We think you need these skills to ace Quant Developer - OTC Pricing in London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV reflects the skills and experiences that match the Quant Developer role. Highlight your Java and Python expertise, as well as any relevant quantitative research or trading experience. We want to see how you can contribute to our OTC pricing function!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you're passionate about quantitative development and how your background aligns with our needs. Don’t forget to mention specific projects or achievements that showcase your problem-solving skills in a trading environment.
Showcase Your Technical Skills: In your application, be sure to highlight your technical prowess, especially in Java and Python. Mention any experience with libraries like NumPy or SciPy, and discuss how you've applied numerical optimisation techniques in past roles. We love seeing candidates who can bridge the gap between research and production engineering!
Apply Through Our Website: We encourage you to apply directly through our website for the best chance of getting noticed. It’s super easy, and you’ll be able to submit all your materials in one go. Plus, it shows us you’re genuinely interested in joining our team at StudySmarter!
How to prepare for a job interview at James Joseph Associates
✨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, especially 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.
✨Demonstrate Your Collaborative Spirit
This role involves working closely with quantitative researchers, so highlight your experience in team settings. Share examples of how you’ve collaborated on projects, particularly in translating research into production-ready solutions.