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- 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 engineering.
- Benefits: Competitive salary, hybrid work model, and opportunities for professional growth.
- Other info: Ideal for those passionate about numerical accuracy and innovative financial solutions.
- Why this job: Join a dynamic team and make an impact in the fast-paced world of finance.
- Qualifications: 15-20 years in quantitative development with strong programming skills in Python and 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 Agile Developer in London employer: Lancesoft Ltd
Contact Detail:
Lancesoft Ltd Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Senior Agile Developer in London
✨Tip Number 1
Network like a pro! Reach out to your connections in the industry, attend meetups, and join relevant online forums. 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 quantitative projects, especially those involving exotic derivatives or pricing algorithms. This will give potential employers a taste of what you can do beyond your CV.
✨Tip Number 3
Prepare for interviews by brushing up on your technical knowledge and problem-solving skills. Be ready to discuss your experience with Python, Java, and any performance optimisation techniques you've used in past roles.
✨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, it shows you're genuinely interested in joining our team.
We think you need these skills to ace Senior Agile 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 experience 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’re considered for the role. Plus, it’s super easy!
How to prepare for a job interview at Lancesoft Ltd
✨Know Your Quantitative Stuff
Make sure you brush up on your knowledge of exotic OTC derivatives and pricing models. Be ready to discuss specific algorithms you've implemented and how they perform in real-world scenarios. This is your chance to showcase your expertise, so don’t hold back!
✨Show Off Your Coding Skills
Since Python and Java are key for this role, be prepared to demonstrate your coding abilities. You might be asked to solve a problem on the spot, so practice writing clean, efficient code beforehand. Familiarise yourself with common libraries and frameworks used in quantitative development.
✨Explain Your Thought Process
When discussing your past projects, focus on how you approached problems and validated your outputs. Interviewers will want to see your analytical thinking and how you ensure numerical accuracy. Be ready to explain your reasoning behind the models you’ve built and the decisions you made.
✨Prepare for Technical Questions
Expect deep technical questions about performance optimisation and low-latency systems. Brush up on calibration techniques and stress testing methods. It’s important to articulate your understanding clearly, so practice explaining complex concepts in simple terms.