Mulbridge Partners
Quantitative Developer
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📢 Senior Quant Developer
📍 London | Hybrid (3–4 days in office)
Our client is hiring a Senior Quant Developer to join the Pricing team of a leading global institutional liquidity provider operating across digital assets and traditional financial markets.
This is a hands-on role at the intersection of quantitative research and production engineering. You’ll help design and implement sophisticated pricing, hedging and optimisation models within high-performance, distributed Java systems.
What you’ll be doing
- Building production-grade pricing, hedging and optimisation models in Java
- Developing client pricing, spread optimisation and liquidity models
- Designing automated hedging strategies that balance market impact, execution risk and liquidity
- Analysing client flow, toxicity and information decay
- Deploying pricing logic across resilient, multi-region trading systems
- Working closely with quantitative researchers, traders and engineers
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What we’re looking for
- 5+ years of advanced Java development experience
- Strong commercial experience with Java 17 or later, ideally Java 21
- Excellent knowledge of concurrency, object-oriented design and performance engineering
- Experience building high-performance, distributed systems
- A strong quantitative background with practical experience in numerical optimisation or machine learning
- Experience in client pricing, market making or algorithmic trading within liquid markets such as FX, equities, ETFs or digital assets
- A degree or equivalent experience in mathematics, physics, computer science, engineering, quantitative finance or a related field
Nice to have
- Python experience, particularly NumPy, SciPy or pandas
- KDB+/Q or another functional programming language
- AWS, Docker or Kubernetes
- Java performance tuning, garbage-collection optimisation or LMAX Disruptor
- Knowledge of futures, forwards, NDFs or CFDs
- Digital-asset market experience
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What’s on offer
- Ownership across the full model-development and production lifecycle
- Direct impact on institutional client pricing and trading performance
- A collaborative environment with experienced quants, traders and engineers
- Competitive salary and two discretionary bonus awards per year
- A modern London office with hybrid working
If you feel you are a good fit for this position and would like to apply, please send you CV to info@mulbridgepartners.com
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