Senior Quantitative Developer

2 weeks ago


London Area, United Kingdom GCS Quant Full time

Senior Quantitative Developer - Fixed Income

Title/Level: Vice President

Headcount: 3

Location: London

Compensation: £150k - £175k + Bonus


We are leading the search for three VP level Quantitative Developers to join a rapidly expanding Fixed Income desk at a tier 1 investment bank. This is a fantastic opportunity to play a pivotal role in the development of cutting-edge pricing models and analytics for the firm’s global markets.


The team’s primary goal is to deliver accurate and efficient pricing for traders and strategists. As a Senior Quantitative Developer, you will be responsible for the design, development, and implementation of fixed income pricing models and analytics. You will work on a combination of greenfield and brownfield projects within the global pricing systems.


Responsibilities:

  • Develop and implement pricing models and methodologies in C++, ensuring their accuracy and efficiency.
  • Work closely with the global quantitative research team to integrate model changes with the global analytics C++ library design and framework.
  • Clearly communicate and demonstrate complex quantitative models and their calculations to stakeholders across trading, risk, and IT teams.
  • Provide support for existing models, and contribute to the continuous improvement and evolution of the systems.


Experience and Requirements:

  • 4+ years of experience as an Associate to Vice President within a quantitative development or analyst role at a global investment bank or hedge fund.
  • Strong programming skills in C++ and Python; proficiency in additional languages such as Java or C# is a plus.
  • In-depth knowledge of financial derivatives products, particularly in fixed income markets.
  • Strong problem-solving abilities and a deep understanding of pricing models and quantitative techniques.


If this would be something of interest to you or you would be interested in finding out more, please contact me at l.couronne@gcstechtalent.com.



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