Quantitative Developer

We are a fast-growing FinTech firm leveraging cutting-edge technologies and quantitative methods in the derivatives market. We work with some of the world's largest hedge funds and asset managers, providing analytics and execution for relative value, volatility, and macro strategies.

About the Role:

As a Quantitative Developer, you will be a core contributor to the engineering and evolution of our trade analytics platform - the backbone of our pricing, screening, and execution workflows. You will design robust, production-grade systems that serve traders, quants, and portfolio managers, and take ownership of platform reliability, data integrity, and performance at scale. Derivatives domain knowledge is important but not critical. Strong platform instincts are what will define your impact here.

Responsibilities:

• Architect and develop components of our core analytics platform, including data pipelines, pricing services, and API layers consumed by research applications.
• Design and implement scalable data ingestion and processing systems for financial and macroeconomic data - with a focus on reliability, latency, and coverage.
• Build and maintain internal tooling and libraries that standardise how models, analytics, and trade signals are developed, tested, and deployed across the team.
• Own the software lifecycle of platform components: design, code review, testing, monitoring, and incremental improvement.
• Develop trade discovery and screening tools, ensuring they are performant, maintainable, and extensible.
• Collaborate with traders and quants to translate analytical requirements into well-engineered platform features - acting as the bridge between research and production.
• Continuously improve platform observability, deployment practices, and developer experience.

Requirements:

• Bachelor's or Master's in Computer Science, Software Engineering, or a related technical discipline.
• Strong software engineering fundamentals: system design, clean architecture, testing, and code quality.
• 3+ years of production experience in a platform, quant development, or data engineering role within financial services.
• Expert-level Python; familiarity with C++ or Rust is a plus for performance-critical components.
• Hands-on experience building and maintaining data infrastructure - time-series databases, data pipelines, and API services.
• Solid understanding of interest rate derivatives and financial markets - sufficient to engage meaningfully with traders and quants on pricing and analytics problems.
• Experience with pricing library or quantitative model implementation, ideally in a production rather than purely research context.
• Strong instincts around performance, reliability, and operational concerns in fast-moving trading environments.
• Clear communicator who can work effectively across trading, research, and engineering functions.

If you care deeply about platform craft and want to apply it in a high-signal derivatives environment, we'd love to hear from you.