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 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.
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 Tech Developer in London employer: Lancesoft Ltd
Contact Detail:
Lancesoft Ltd Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Senior Tech 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 development projects, especially those involving exotic derivatives. This will give potential employers a taste of what you can do and set you apart from the crowd.
✨Tip Number 3
Prepare for technical interviews by brushing up on your Python and Java skills. Practice coding challenges and be ready to discuss your past projects in detail, especially how you've tackled performance optimisation and low-latency systems.
✨Tip Number 4
Don’t forget to apply through our website! We’re always on the lookout for talented individuals like you. Plus, it’s a great way to ensure your application gets seen by the right people.
We think you need these skills to ace Senior Tech Developer in London
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 role, so don’t be shy about showcasing your hands-on experience and relevant projects.
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 understanding of pricing algorithms and risk modelling, so make it personal and relevant.
Showcase Your Technical Skills: Since this role is all about hands-on development, be sure to highlight your proficiency in Python and Java. If you’ve worked with C++ or have experience in performance optimisation, let us know! We want to see your technical prowess front and centre.
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 shows you’re keen on joining our team at StudySmarter!
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 pricing models. Be ready to discuss specific algorithms you've implemented and how they performed in real-world scenarios. This is your chance to showcase your 15-20 years of experience, so don’t hold back!
✨Showcase Your Coding Skills
Since Python and Java are key for this role, prepare to demonstrate your coding abilities. You might be asked to solve a problem on the spot, so practice writing clean, efficient code. Familiarise yourself with common libraries and frameworks used in quantitative development.
✨Explain Like I'm Five
You’ll need to explain complex mathematical models and pricing papers clearly. Practice breaking down your work into simple terms, as if you're explaining it to someone without a technical background. This will show your depth of understanding and communication skills.
✨Prepare for Real-World Scenarios
Think about past projects where you had to validate pricing numbers or optimise performance. Be ready to discuss challenges you faced and how you overcame them. This will demonstrate your problem-solving skills and ability to work under pressure.