Overview Company | Global SaaS Leader in FinTech
Position | Quantitative Developer
Impact | Financial Modeling, Risk Management, Real-time Analytics.
Size | 400+ employees globally
Skills | C++, Python, SQL, Financial Modeling, Quantitative Analysis.
Location | Greater London, England (Onsite Role)
Hybrid | 4 days a week in-office (In-office role)
Offer | Competitive salary, annual bonus, and salary review.
Benefits | Health & dental coverage, life assurance, eye care vouchers, salary sacrifice pension scheme, training budget, and Generous vacation allowance
Quantitative Developer – Cutting-Edge FinTech Opportunity Location: Greater London, England (Onsite Role) Are you a passionate quantitative developer ready to push boundaries in financial modeling and risk management?
Join a leading global SaaS innovator that powers trading and risk solutions for some of the world's most prestigious financial institutions.
This is your chance to work at the forefront of FinTech innovation in a dynamic London-based team.
Why This Role Stands OutInnovative Environment: Design and develop sophisticated models trusted by top-tier global investment banks and hedge funds.Career Growth: Hone your expertise in quantitative development while working with cutting-edge tools like C++, Python, SQL, and Snowflake.Comprehensive Benefits: Competitive salary, annual bonuses, health and dental coverage, and a dedicated training budget to support your continuous learning.Prestige & Impact: Contribute to real-time risk management solutions used by capital markets worldwide.Your RoleAs a Quantitative Developer, you will:
Develop advanced financial models for pricing and market risk calculations across asset classes, including equities, credit, FX, commodities, crypto, and derivatives.Write high-performance, clean, and optimized C++ code for distributed systems.Leverage Python and SQL to analyze and validate model inputs.Document methodologies to meet internal and external compliance standards.Who We're Looking ForEducation & Experience: M.S.
or Ph.D. in Mathematics, Physical Sciences, or Engineering preferred, with 3-5 years of experience in large-scale C++ development.Technical Skills: Strong quantitative programming background with familiarity in Python, Java, and SQL.
Experience with financial data structures (yield curves, volatility surfaces, etc.)
is highly desirable.Finance Knowledge: Solid understanding of derivatives, market conventions, and risk management tools like VaR, Monte Carlo, and scenario analysis.Mindset: You're a problem solver, a team player, and a lifelong learner ready to tackle some of the most challenging problems in finance.BenefitsCompetitive salary with annual bonus and review.Generous vacation and personal days.Health, dental, and life insurance, plus eye care vouchers.Training budget to support professional development.Salary sacrifice pension scheme.Ready to Innovate?This is an exceptional opportunity for talented quantitative developers to elevate their careers in a collaborative and innovative setting.
If you're passionate about technology, finance, and building impactful solutions, apply now!
#J-18808-Ljbffr