Equity Derivatives Quant Developer (Contract)


Investment Bank – Canary Wharf | Front Office | Inside IR35 | 3 Days Onsite

*A leading Investment Bank in Canary Wharf is seeking a Front-Office Equity Derivatives Quant Developer for a high-impact contract role. This is a hands-on position delivering production-grade systems directly used by traders and quants across the front office.
*The team spans multiple sub-teams, including pre- and post-trade, quant library development, P&L and risk systems, and trading platform development. They are actively transitioning to Rust, but strong production coding experience in C++, Python, C#, or Rust is highly valued.
*This is a contract role inside IR35, initially for 6 months, with high likelihood of extension due to the project being business-critical. The role is 3 days per week onsite in Canary Wharf.
*Role Overview You will design, implement, and maintain front-office systems supporting trading, P&L, and risk. While this is not a pure modelling role, you must have a solid understanding of equity derivatives, including greeks and pricing concepts, to communicate effectively with quants and traders.
*The ideal candidate can work independently, solve complex problems, and collaborate across sub-teams, delivering high-quality production code that directly impacts the business.
Key Responsibilities *Develop and maintain front-office systems for trading, P&L, and risk
*Write robust production code in Rust, C++, Python, or C#
*Work alongside quants and traders to translate requirements into scalable technical solutions
*Contribute to sub-teams across quant library development, trading platforms, and P&L/risk systems
*Support the ongoing transition to Rust for high-performance systems
*Troubleshoot and optimise existing code for performance and reliability
*Communicate technical solutions clearly in financial terms, including greeks and model sensitivities
Required Experience & Skills *Strong software development experience in a front-office or trading environment (Rust, C++, Python, or C#)
*Experience delivering production-quality code used by trading teams or quants
*Understanding of equity derivatives (greeks, pricing models, risk metrics) or other derivatives products
*Experience working directly with quants and traders
*Strong problem-solving skills and ability to work independently while collaborating when needed
*Excellent communication skills, able to explain technical solutions in financial terms
Desirable *Production experience with Rust or willingness to adopt Rust
*Experience in other derivatives asset classes (e.g., fixed income)
*Exposure to trading system architecture, P&L, or risk systems
*Familiarity with quantitative libraries or numerical methods used in derivatives pricing
Contract Details *Inside IR35
*Initial 6-month contract, high likelihood of extension due to business-critical project
*3 days per week onsite in Canary Wharf