Selby Jennings
Quantitative Developer
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Quant Developer - Equities Pricing & Analytics (Front Office)
Location: London (Hybrid)
Team: Global Markets - Equity Derivatives Quantitative Engineering
Role Overview
We are partnering with a leading global investment bank seeking an experienced Quant Developer to join its Front Office Quantitative Engineering team. This role is focused on the development and enhancement of strategic pricing, risk, and analytics platforms supporting the Equity Derivatives business.
Operating at the intersection of quantitative finance and software engineering, the position offers direct interaction with Traders, Structurers, Quantitative Researchers, and Risk teams to deliver robust pricing and risk solutions used across the trading lifecycle. The successful candidate will contribute to the evolution of industrial-scale quantitative libraries, supporting both vanilla and complex equity derivative products while helping drive improvements in performance, scalability, and platform architecture.
Key Responsibilities:
- Develop and maintain strategic pricing, valuation, and risk libraries supporting Equity Derivatives trading activities.
- Implement and integrate quantitative models used across vanilla, volatility, and exotic equity products.
- Deliver enhancements to valuation frameworks, sensitivity calculations, and risk analytics used by Front Office desks.
- Partner with Quant Researchers to productionise modelling research and deploy scalable solutions into live trading environments.
- Improve performance, reliability, and efficiency of existing pricing and analytics frameworks.
- Design reusable components supporting model calibration, market data handling, pricing workflows, and risk calculations.
- Contribute to software architecture, testing strategies, release processes, and code quality initiatives.
- Collaborate closely with Trading, Structuring, and Risk teams on new product development and business requirements.
- Ensure adherence to development standards, documentation requirements, and model governance controls.
- Build Python-based tools and utilities supporting analytics, testing, automation, and rapid prototyping.
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Required Experience:
- Proven experience as a Quant Developer, Quantitative Engineer, or Front Office Developer within an Investment Bank, Hedge Fund, or Capital Markets environment.
- Advanced software development expertise in C++ within a production quantitative environment.
- Strong Python programming skills for quantitative analytics, tooling, and model support.
- Demonstrated experience developing, supporting, or extending enterprise pricing libraries, analytics frameworks, or risk engines.
- Strong understanding of software engineering principles including testing, version control, CI/CD, and code quality practices.
- Experience working with quantitative platforms, market data systems, and large-scale analytical infrastructure.
- Solid knowledge of derivatives pricing methodologies, numerical techniques, and quantitative modelling concepts.
- Ability to communicate effectively with traders, desk quants, structurers, and other Front Office stakeholders.
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Technical Expertise:
- Quantitative modelling, numerical methods, and stochastic processes.
- Monte Carlo simulation techniques and risk analytics.
- Pricing model implementation and calibration methodologies.
- Performance optimisation, memory management, and multi-threaded application development.
- Development and support of large-scale pricing, risk, or analytics platforms.
- Market data integration and quantitative infrastructure development.
- Knowledge of Greeks, sensitivities, valuation methodologies, and P&L analytics.
- Experience with scalable risk systems and analytical data processing environments is advantageous.
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