How your CV stacks up
Upload your CV to see how well it fits this job role
?%
Quantitative Developer
Distinguished Quantitative Engineer – Exotic Derivatives
Premium contract opportunity at a leading global financial institution—£65-85k + commission.
This role is responsible for the modelling, numerical implementation, and performance optimization of live analytics and trading systems for complex and exotic OTC derivatives in London.
About the Role
- Position: Distinguished Quantitative Engineer / Principal Individual Contributor (IC)
- Contract Duration: 6–12 months (with extension potential)
- Working Model: Hybrid (3 workdays onsite, rest remote)
- Location: London, UK (inside IR35 rules).
- Culture: Focused on quant development excellence, not people management.
Responsibilities
Principal individual contributor with full accountability for end-to-end quantitative development:
- Key Focus Areas
- Independently design, implement, and validate pricing and risk models across:
- Equity derivatives (barrier, Asian, exotics)
- Rates (structured products, index options)
- FX (exotic forwards, barriers, digitals)
- Commodities (path-dependent structuring)
- Build and maintain gold-standard analytics libraries (valuation, sensitivities, scenario generation, XVA).
- Evaluate model performance (speed, numerical accuracy, calculation robustness).
- Establish and enforce engineering standards for quantitative rigor and code quality.
- Independently design, implement, and validate pricing and risk models across:
Reasons to use Rodeo
Start with a chat, not a search bar
Grad scheme, placement, apprenticeship? Not sure what you want yet — that's fine. Your agent talks it through with you and turns "I have no idea" into a shortlist.
It searches the market for you
Every day your agent scans the market matching roles against what actually matters to you, not just keywords on a CV.
Only hits
No noise. No "maybe this fits." Just roles with a clear explanation of why they're right — and where to focus when applying.
- Technical Execution
- Numerical Methods: Adaptive Monte Carlo (variance-reduction), tree/lattice implementations, PDE solvers.
- Systems Integration: Validate models against production-grade computing frameworks.
- Production Readiness: Ensure high performance, scalability, and low-latency for quant strategies and risk computation.
- Debug/improve legacy quantitative code while preserving reliability and efficiency.
Requirements
Technical & Professional Background
- Core Expertise: QE quant or QUANTEL lens (with equal emphasis on mathematical and software contributions).
- Experience: 15+ years of hands-on quantitative development, evidence of real code locked in production for live trading books.
- Requirements Documentation: Proven track record behind:
- Exotic derivatives (interactive pricing libraries, intraday risk engines).
- Independently authored quant components (curve frameworks, VIX models, scenario templates).
- Self-commissioned numerical backtests (spikes in Greeks, market stress).
Get help with your application
Your very own career expert that helps elevate your application to the next level.
Technical Proficiencies
- Reads fluently in scientific notation and can ** $$½VALIDATE ALL OPTIONS** $$ across risk books.
- Structurally-aware lattice periods, Greeks monitoring, calibration to market data.
- Production-Tier Libraries:
- Java: (Numerix, Quantlib/ML equivalent on quantitative side).
- C++: (efficient matrix operations, vectorized derivs payoffs).
- Python: (process-conscious stocktake for complex options).
- Experience with multi-curve frameworks (OIS discounting, ar sintetics) and practical handling of market imperfections.
Academic & Leadership
- Advanced Degree: Prefer master/PhD in Mathematics, Phys., Eng., or CS—validated by peer institutions.
- Are examined on their ability to stand against the existing quantitative team and proactively set the standard for how quant models evolve in an intense environment.
Distinctions: “This is not generic research. We live by a principle of shipping code, not serving theory.”*
“It took my CV and asked me questions relevant to understanding what kind of jobs to suggest for me. Suggestions were almost perfect. Jobs were exactly what I’ve been looking for.”
Jessica, London
Skills
Location