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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 development.
- Benefits: Hybrid work model, competitive salary, and opportunities for professional growth.
- Other info: Ideal for those passionate about finance and technology, with excellent career advancement potential.
- Why this job: Join a dynamic team and make an impact in the world of finance with your coding skills.
- 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 Agile Developer in Westminster employer: Lancesoft Ltd
Contact Detail:
Lancesoft Ltd Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Senior Agile Developer in Westminster
✨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 doing mock interviews with friends or using platforms that simulate real interview scenarios to boost your confidence.
✨Tip Number 3
Showcase your projects! Whether it's through a portfolio or GitHub, let your work speak for itself. We want to see your hands-on experience with pricing algorithms and risk modelling, so make sure it’s front and centre.
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, we love seeing candidates who are proactive about their job search!
We think you need these skills to ace Senior Agile Developer in Westminster
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 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. We’re looking for evidence of your ability to write pricing algorithms and validate outputs, so include specific examples where possible!
Apply Through Our Website: We encourage you to apply through our website for a smoother application 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 Ltd
✨Know Your Quantitative Stuff
Make sure you brush up on your knowledge of exotic OTC derivatives, pricing models, and risk management techniques. Be ready to discuss specific algorithms you've developed and how they perform in real-world scenarios. This is your chance to showcase your expertise!
✨Show Off Your Coding Skills
Since Python and Java are key for this role, practice coding problems related to pricing algorithms and performance optimisation. You might be asked to solve a problem on the spot, so being comfortable with coding under pressure will definitely give you an edge.
✨Prepare for Technical Questions
Expect deep technical questions about calibration frameworks and market standards. Think about how you would explain complex mathematical models to someone less technical. Clear communication is crucial, especially when discussing validation documentation with clients.
✨Demonstrate Problem-Solving Ability
Be ready to tackle hypothetical scenarios or case studies during the interview. They may ask how you would approach a specific pricing challenge or optimise a system for low latency. Show them your thought process and how you arrive at solutions.