We are looking for a highly skilled Java Quant Developer to join a high-performing trading firm, building and enhancing quantitative models and pricing systems for OTC derivatives. This is a front-office aligned role, working directly with traders and quants to deliver robust, low-latency solutions that support pricing, risk, and trading strategies across complex products.
Key Responsibilities
*Design, develop, and maintain high-performance Java-based pricing and risk analytics libraries for OTC derivatives
*Collaborate closely with Traders and Quantitative Analysts to implement and optimise pricing models (e.g., rates, credit, FX, or equity derivatives)
*Translate mathematical models into scalable, production-grade code
*Enhance real-time pricing and risk systems, ensuring accuracy, performance, and stability
*Contribute to the full development lifecycle: requirements gathering, design, development, testing, and deployment
*Integrate models into trading platforms and ensure seamless connectivity across front-to-back systems
*Perform model validation support, benchmarking, and performance tuning
*Work with large datasets and market data feeds to support trading decisions
Key Areas of Focus
*OTC derivatives pricing (e.g., swaps, options, structured products)
*Monte Carlo simulations and numerical methods
*Curve building, volatility surfaces, and calibration techniques
*Real-time risk and P&L analytics
Required Skills & Experience
*Strong Java development experience (Java 8+), with a focus on low-latency, high-performance systems
*Proven experience in quantitative development within a trading firm or investment bank
*Deep understanding of OTC derivatives and pricing models
*Strong knowledge of quantitative methods (stochastic calculus, numerical methods, probability)
*Experience working closely with Front Office stakeholders (Traders / Quants)
*Familiarity with multi-threading, distributed systems, and performance optimisation
*Strong problem-solving and analytical skills
Desirable
*Experience with C++ or Python for quant modelling or prototyping
*Knowledge of XVA frameworks and counterparty credit risk
*Exposure to electronic trading systems or algorithmic trading
*Familiarity with market data platforms and messaging systems (e.g., Kafka, Solace)
*Advanced degree (MSc/PhD) in Mathematics, Physics, Finance, or a related quantitative field
This will be a hybrid set up, 3 days in the office.
We look forward to hearing from you!