At a Glance
- Tasks: Develop and validate pricing algorithms for exotic OTC derivatives in a hands-on role.
- Company: Leading financial firm in London with a focus on quantitative development.
- Benefits: Competitive salary, hybrid work model, and opportunities for contract extension.
- Other info: Ideal for those passionate about numerical accuracy and production efficiency.
- Why this job: Join a dynamic team and make an impact in the world of finance with your expertise.
- Qualifications: 15-20 years in quantitative development; strong Python and Java skills required.
The predicted salary is between 80000 - 100000 € per year.
Looking for a highly senior hands-on Quantitative Engineer/Developer with strong experience in exotic OTC derivatives pricing and risk modelling. This is a pure hands-on individual contributor role and not suitable for managerial, architecture-only, or research-focused candidates.
Should have around 15-20+ years of experience in quantitative development with strong exposure to production-grade pricing libraries, risk engines, calibration frameworks, and exotic payoff models across asset classes such as equity, rates, FX and commodities.
Must be able to independently write pricing algorithms, validate quantitative outputs, and explain the mathematical models and pricing papers in detail. The candidate should be capable of verifying pricing numbers against market standards and supporting client-facing validation documentation.
Python is the preferred primary programming language, while strong Java experience is also highly preferred because the team works primarily in a Java-based environment. C++ background can also be considered if the candidate has strong quantitative engineering experience.
Requires strong experience in performance optimisation, scalable pricing implementations, and low-latency quantitative systems. This role requires both numerical accuracy and production efficiency.
The candidate should have a deep understanding of exotic derivatives, OTC market behaviour, pricing conventions, curve frameworks, sensitivities, calibration techniques, stress testing, and real-world quantitative modelling constraints.
Candidates with a Master's or PhD in mathematics, physics, engineering, computer science or related fields are preferred, though strong commercial experience can compensate for the absence of a PhD.
Senior Quantitative Developer employer: LanceSoft Inc
Join a leading firm in London that values innovation and expertise, offering a dynamic work culture where your contributions as a Senior Quantitative Developer will directly impact the financial landscape. With a strong emphasis on employee growth, you will have access to continuous learning opportunities and the chance to collaborate with top-tier professionals in a hybrid work environment that promotes flexibility and work-life balance.
StudySmarter Expert Advice🤫
We think this is how you could land Senior Quantitative Developer
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and tech sectors. Attend meetups or webinars related to quantitative development. You never know who might have the inside scoop on job openings!
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your work with pricing algorithms and risk models. This is your chance to demonstrate your expertise in Python, Java, or C++. Make it easy for potential employers to see what you can do.
✨Tip Number 3
Prepare for interviews by brushing up on your knowledge of exotic derivatives and market behaviour. Be ready to discuss your experience with calibration techniques and stress testing. Confidence in your technical knowledge will set you apart!
✨Tip Number 4
Don’t forget to apply through our website! We’ve got some fantastic opportunities waiting for you. Plus, applying directly shows your enthusiasm and commitment to joining our team at StudySmarter.
We think you need these skills to ace Senior Quantitative Developer
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to highlight your experience in quantitative development, especially with exotic OTC derivatives. We want to see your hands-on skills and how you've tackled similar challenges in the past.
Showcase Your Skills:In your application, don’t just list your programming languages; show us how you’ve used Python, Java, or C++ in real-world scenarios. We love seeing examples of your work that demonstrate your expertise in pricing algorithms and risk modelling.
Explain Your Experience:When writing your cover letter, take the time to explain your experience with production-grade pricing libraries and calibration frameworks. We’re looking for candidates who can articulate their understanding of complex concepts clearly.
Apply Through Our Website:We encourage you to apply through our website for a smoother process. It helps us keep track of your application and ensures you don’t miss out on any important updates from us!
How to prepare for a job interview at LanceSoft Inc
✨Know Your Stuff
Make sure you brush up on your knowledge of exotic OTC derivatives and risk modelling. Be ready to discuss specific pricing algorithms you've worked on and how they relate to market standards. This is a hands-on role, so demonstrating your technical expertise is crucial.
✨Showcase Your Coding Skills
Since Python and Java are key for this position, prepare to talk about your experience with these languages. You might even be asked to solve a coding problem during the interview, so practice writing clean, efficient code that showcases your quantitative skills.
✨Explain Your Thought Process
When discussing your previous projects, focus on how you approached problems and validated your quantitative outputs. Interviewers will want to see your ability to explain complex mathematical models clearly, so practice articulating your thought process in layman's terms.
✨Prepare for Scenario Questions
Expect questions that test your understanding of market behaviour and pricing conventions. Think about real-world scenarios where you had to apply calibration techniques or stress testing. Being able to walk through your decision-making process will impress the interviewers.
