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 hybrid work model.
- Benefits: Competitive salary, flexible working hours, and opportunities for professional growth.
- Other info: Ideal for those passionate about finance and advanced mathematical modelling.
- Why this job: Join a dynamic team and make an impact in the world of quantitative finance.
- Qualifications: 15-20 years of experience in quantitative development and strong programming skills in Python or Java.
The predicted salary is between 80000 - 100000 € per year.
Location: London, UK (Hybrid)
Duration: 12 Months+ Extendable contract
Looking for a highly senior hands-on Quantitative Engineer / Quant 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.
Need someone who can 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. Candidates with C++ background can also be considered if they have strong quantitative engineering experience.
Requires strong experience in performance optimization, scalable pricing implementations, and low-latency quantitative systems. This role requires both numerical accuracy and production efficiency.
The candidate should have 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. However, strong commercial experience can compensate for the absence of a PhD.
Senior Quantitative Developer in Chinatown employer: Lancesoft Ltd
Join a leading firm in the heart of London, where innovation meets expertise in quantitative finance. As a Senior Quantitative Developer, you will thrive in a dynamic hybrid work environment that fosters collaboration and professional growth, offering competitive benefits and opportunities to work on cutting-edge projects in exotic derivatives. With a strong emphasis on employee development and a culture that values hands-on contributions, this role is perfect for those seeking meaningful and rewarding employment in a vibrant city.
StudySmarter Expert Advice🤫
We think this is how you could land Senior Quantitative Developer in Chinatown
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and tech sectors. Attend meetups, webinars, or industry events where you can chat with potential employers or colleagues. You never know who might have the inside scoop on job openings!
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your quantitative development projects, especially those involving exotic derivatives or risk modelling. This will give you an edge and demonstrate your hands-on experience to potential employers.
✨Tip Number 3
Prepare for technical interviews by brushing up on your Python and Java skills. Practice coding challenges related to pricing algorithms and risk models. Being able to solve problems on the spot will impress interviewers and show you're ready for the role.
✨Tip Number 4
Don't forget to apply through our website! We make it easy for you to find roles that match your expertise. Plus, applying directly shows your enthusiasm and commitment to joining our team. Let's get you that Senior Quantitative Developer position!
We think you need these skills to ace Senior Quantitative Developer in Chinatown
Some tips for your application 🫡
Tailor Your CV:Make sure your CV highlights your experience in quantitative development, especially with exotic OTC derivatives. We want to see how your skills align with the job description, so don’t be shy about showcasing your relevant projects and achievements!
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to explain why you’re the perfect fit for this role. We love seeing candidates who can articulate their passion for quantitative engineering and how their background makes them a strong contender.
Showcase Your Technical Skills:Since this role is hands-on, make sure to highlight your programming skills, particularly in Python and Java. If you’ve worked on performance optimisation or low-latency systems, let us know! We want to see your technical prowess in action.
Apply Through Our Website:We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it’s super easy – just follow the prompts and submit your materials!
How to prepare for a job interview at Lancesoft Ltd
✨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 role is all about hands-on experience, so be prepared to dive deep into technical discussions.
✨Showcase Your Coding Skills
Since Python and Java are key for this position, practice coding problems related to quantitative finance. You might be asked to write a small piece of code during the interview, so make sure you're comfortable with both languages and can explain your thought process clearly.
✨Prepare for Real-World Scenarios
Think about real-world applications of your work. Be ready to discuss how you've optimised performance in previous projects or how you've tackled low-latency issues. Providing concrete examples will demonstrate your ability to handle the demands of the role.
✨Communicate Clearly
You’ll need to explain complex mathematical models and pricing papers, so practice breaking down these concepts into simpler terms. Being able to communicate effectively with both technical and non-technical stakeholders is crucial, especially when it comes to client-facing validation documentation.
