At a Glance
- Tasks: Join a front-office team to build a new capital markets valuation engine from scratch.
- Company: Global financial institution with a focus on innovation and collaboration.
- Benefits: Hybrid work model, competitive pay, and opportunities for professional growth.
- Other info: Hands-on role with excellent career advancement potential.
- Why this job: Make a real impact by translating complex math into high-performance code.
- Qualifications: Strong Java skills and deep understanding of OTC derivatives required.
The predicted salary is between 60000 - 80000 £ per year.
Location: London (3 days/week hybrid)
Duration: 6-12 months (12-month scope)
The Role
Join a front-office team at a global financial institution building a brand-new capital markets valuation engine from scratch. This is a hands-on, individual contributor role - no black-box custodianship. You will read academic papers, build pricing models from the ground up, and directly defend your modeling choices.
Key Requirements
- Technical: Strong Python skills are welcome, but a solid, hands-on background in production-grade Java is a strict requirement.
- Math/Finance: Deep understanding of curve building, bootstrapping, financial date mechanics, and cash flows.
- Products: Strong OTC derivatives expertise, specifically with variance swaps, volatility swaps, and knocking knockouts.
- Execution: Proven ability to implement advanced numerical methods (e.g., Monte Carlo) and hit the ground running.
Apply if you are a senior quant engineer who can translate complex math into high-performance code, please apply with your CV highlighting your 'from-scratch' build experience.
Quantitative Developer employer: Randstad Digital
Randstad Digital is an excellent employer for Senior Android Engineers, offering a dynamic work culture that fosters collaboration and innovation. With a focus on employee growth, the company provides opportunities for professional development and exposure to cutting-edge technologies, including AI-assisted coding tools. Located in the United Kingdom, Randstad Digital values its team members by promoting a healthy work-life balance and a supportive environment that encourages creativity and high-impact contributions.
