Quant Engineer

Quant Engineer

Job Description

[c. £175-250k Comp Package | Hybrid Working]

Are you a seasoned Quantitative Engineer with a track record of building high-performance, Python-based risk and pricing systems in financial services? Our client - a leading life and investment management specialist - is seeking an engineer to help drive the next phase of their platform transformation. This is an opportunity to work alongside top talent while shaping a cutting-edge system with Python at its core...

Key Responsibilities

• Architect and enhance Python-based risk and pricing systems, ensuring scalability and robustness
• Develop advanced financial models, optimising performance for real-time pricing and risk calculations
• Work closely with quantitative researchers and traders, implementing new methodologies and improving analytics tools
• Build and maintain high-performance data pipelines for market data processing and risk reporting
• Contribute to DevOps and platform engineering efforts, ensuring seamless integration and deployment
• Provide technical leadership and mentoring to junior engineers, fostering best practices in software development

What You Bring...

• 5-8 years of experience in quantitative engineering, risk, or pricing system development
• Proficiency in Python, with experience in building scalable, production-level financial applications
• Experience working on proprietary risk/pricing platforms at an investment bank or asset management firm
• Strong understanding of financial instruments, particularly Fixed Income and derivatives
• Experience with distributed computing frameworks (e.g., Dask, Ray) for large-scale data processing
• Expertise in data structures, algorithms, and performance optimisation
• Understanding of model risk frameworks and risk management strategies
• (Preferred) Linux/Unix experience, with exposure to cloud computing environments
• (Preferred) Experience with DevOps tooling and CI/CD pipelines
• (Preferred) Contributions to open-source projects or financial libraries

...

Apply for this role

All fields marked with * are required.