Job Description
Job Opportunity Quantitative Engineer - Exotic Derivatives
- Location: London, UK (Canary Wharf)
- Engagement: 12-Month Contract | Hybrid (3 days/week in office)
Role Summary
We are hiring a hands-on Quantitative Engineer with 15+ years of experience to join a premier financial institution. You will independently design, implement, and deliver production-grade pricing and risk models for complex exotic OTC derivatives across Equity, Rates, FX, and Commodities.
Note: This is a pure individual contributor role focused on deep technical ownership, code implementation, and model formulation. It is not a management or advisory position.
Key Requirements & Responsibilities
- Model Ownership: Independently design, code, calibrate, and roll out pricing/risk models for exotic OTC derivatives.
- Technical Stack: Strong production-level experience in Java, C++, and/or Python for numerically intensive code. Java and pricing engine experience is highly preferred.
- Numerical Expertise: Implement advanced methods including Monte Carlo, Tree/lattice, and PDE approaches.
- Analytics & Curves: Build core libraries for valuation, sensitivities, and XVA, alongside robust curve construction/bootstrapping.
- Track Record: 15+ years as a quant developer with a history of personally authoring core components (pricing libraries, risk engines).
- Education: Master's or PhD preferred in Mathematics, Physics, Engineering, Computer Science, or equivalent senior commercial experience.
Randstad Technologies is acting as an Employment Business in relation to this vacancy.
