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- Tasks: Develop and validate pricing algorithms for exotic derivatives in a hands-on role.
- Company: Leading financial firm in London with a focus on quantitative engineering.
- Benefits: Competitive salary, hybrid work model, and opportunities for professional growth.
- 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 / 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 Academic Developer in London employer: Lancesoft Ltd
Contact Detail:
Lancesoft Ltd Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Senior Academic Developer in London
✨Tip Number 1
Network like a pro! Reach out to your connections in the industry, attend meetups, and engage in online forums. We all know that sometimes it’s not just what you know, but who you know that can land you that dream role.
✨Tip Number 2
Prepare for those interviews by brushing up on your technical skills and understanding the latest trends in quantitative development. We recommend practising coding challenges and discussing your past projects to showcase your expertise.
✨Tip Number 3
Don’t forget to tailor your approach! When applying through our website, make sure to highlight your relevant experience with exotic derivatives and pricing algorithms. We want to see how you can bring value to the team!
✨Tip Number 4
Follow up after interviews! A quick thank-you email can go a long way. We love seeing candidates who are enthusiastic and proactive about their applications, so don’t hesitate to express your interest in the role.
We think you need these skills to ace Senior Academic Developer in London
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 and Java in real-world scenarios. We love seeing examples of your work, especially around pricing algorithms and risk modelling.
Be Clear and Concise: When writing your cover letter, keep it clear and to the point. Explain why you’re a great fit for this role and how your background aligns with our needs. We appreciate straightforward communication!
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 don’t miss out on any important updates from our team.
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 developed and how they work. The more you can demonstrate your expertise, the better!
✨Showcase Your Coding Skills
Since Python and Java are key for this role, prepare to talk about your coding experience. Bring examples of your work, especially any production-grade pricing libraries or low-latency systems you've built. If possible, be ready to solve a coding challenge during the interview.
✨Explain Complex Concepts Simply
You’ll need to explain mathematical models and pricing papers clearly. Practice breaking down complex ideas into simple terms, as this will show your depth of understanding and ability to communicate effectively with clients.
✨Prepare for Real-World Scenarios
Think about how you would verify pricing numbers against market standards or handle stress testing. Prepare some real-world examples from your past experience that highlight your problem-solving skills and quantitative engineering expertise.