Quantitative Developer
Posted 1 day 7 hours ago by Oliver Bernard
Quantitative Developer - C# Options Trading FX & Commodities
Are you a C# Quantitative Developer with a strong background in options pricing and risk analytics? We're working with a leading global brokerage and trading firm that offers a truly innovative, collaborative environment where individual contribution is valued and rewarded.
This is a fantastic opportunity to join a well-established, employee-owned firm operating across multiple international markets. You'll work at the cutting edge of trading technology, supporting high-performing teams across Trading, Risk, and Development.
Key Responsibilities:
- Develop and enhance the firm's risk and analytics infrastructure
- Build FX pricing frameworks and cash flow reporting tools
- Design and implement volatility surface models and pricing integrations
- Work directly with traders to support PnL targeting and solver enhancements
- Maintain and improve Excel-based pricing/risk tools
- Extend the market data framework with implied vols, yields, and custom instruments
Ideal Candidate:
- Expert in C# development within a front-office Options trading environment
- Proven experience with pricing analytics libraries
- Strong skills in Excel pricing and risk sheet development
- Solid background in FX markets; experience with commodities, metals, or energy highly advantageous
- Familiar with model implementation for new instruments
- Holds an advanced degree in a numerical field
- Bonus: Experience with Python
What's on Offer:
- Opportunity to join an employee ownership structure
- Discretionary annual bonus scheme
- Private healthcare and dental coverage
- Pension scheme with employer contributions
- 3 paid volunteering days per year
Interested?
Apply now or get in touch to arrange a confidential discussion. This is your chance to make a meaningful impact in a high-performance trading environment with long-term rewards.