Sr Quant Developer

Key Responsibilities: Design, develop, and implement quantitative models and analytics used within risk management and portfolio valuation systems. Build sophisticated risk, hedging, and portfolio optimisation tools, including analytics related to position management, hedge effectiveness, and optimal hedge sizing. Work closely with Core Engineering teams to integrate quantitative models into scalable production platforms. Contribute to the modernisation of the firm's risk technology architecture and analytical capabilities. Translate business requirements into robust quantitative solutions. Validate and enhance existing risk methodologies, ensuring accuracy, performance, and practical applicability. Support the evolution of risk metrics and portfolio analytics across multiple asset classes. Collaborate with stakeholders across Risk, Technology, and Front Office functions. The successful candidate will be a senior quantitative professional who combines strong mathematical expertise with practical experience solving real-world capital markets problems. You will be comfortable working alongside software engineers, contributing quantitative insight while helping shape the next generation of risk technology capabilities. You will have a track record of delivering impactful analytics in production environments and be able to quickly contribute to the ongoing transformation of a critical enterprise risk platform.

Qualifications: Advanced degree (Master's or PhD preferred) in a quantitative discipline such as:

Quantitative Finance: MathematicsStatisticsPhysicsEngineeringStrong analytical and mathematical background with proven experience developing quantitative models. Significant industry experience within capital markets, risk management, quantitative research or quantitative development. Deep understanding of risk analytics, portfolio valuation and hedging methodologies. Ability to design and build models independently from concept through implementation. Strong communication skills and ability to collaborate effectively with both quantitative and engineering teams. Experience delivering business value quickly within complex financial environments. Technical SkillsC# preferred. Strong Java or C++ candidates will also be considered. Sufficient programming ability to implement and maintain quantitative models in production environments. Experience working with large-scale financial systems is advantageous.