Harrington Starr
Quantitative Developer
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Quantitative Developer – Rates & Credit Derivatives (Investment Banking)
£750 per day
Contract hire - Inside IR35.
London Hybrid
A leading global investment bank is looking for a Quantitative Developer to join its front-office FICC Quant team, supporting critical pricing, risk and P&L infrastructure across Rates and Credit Derivatives.
This is a high-impact role sitting directly between Trading, Quantitative Research and Technology. You'll help shape and enhance the analytics platform that underpins trading decisions across global markets while providing hands-on support for pricing and risk challenges.
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The Role
This is a high-impact front-office role where you'll:
- Develop and enhance C++ pricing and risk libraries
- Work directly with traders on pricing, risk and P&L issues
- Support strategic improvements to quantitative infrastructure
- Partner with quants, technology teams and business stakeholders globally
- Drive solutions across pricing, market data and risk workflows
- Play a key role in modernising and improving front-office analytics capabilities
What We're Looking For
- Strong C++ development experience
- Deep Rates and/or Credit Derivatives knowledge
- Understanding of pricing, sensitivities, curves and risk measures
- Experience in front-office, quant or trading environments
- Ability to communicate effectively with traders and technology teams
- Strong troubleshooting and analytical skills
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Why This Role
- Direct exposure to front-office trading desks
- High visibility across Trading, Risk and Technology
- Influence business-critical pricing and risk platforms
- Fast-paced environment with immediate commercial impact
To apply – click the link or email Barry.Ansell@HarringtonStarr.com for a faster response
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