Quantitative Developer

Senior Quant Developer — OTC Pricing

Where pure quant thinking meets production reality.

Our client is hiring a Senior Quant Developer to own the full arc — from pricing model to live system — at one of the most sophisticated OTC desks in digital asset markets.

📍 London · Hybrid (3–4 days in office) · Senior level · Up to £160,000 base

The role

This is not a standard quant or engineer position. The successful candidate will sit at the critical intersection of quantitative research and production engineering — collaborating on the mathematical design of client pricing and liquidity models, then owning their implementation in a mission-critical, 24/7 global system.

The work spans large-scale flow dataset analysis, alpha signal development, optimal hedging algorithm design, and client toxicity modelling — all with direct P&L impact. The problems are genuinely hard, the stakes are real, and the work is visible.

A note on the tech stack — please read before applying

The production environment is built in Java. That's not changing. Strong Java developers with quant experience are the first priority, but our client is equally open to deeply quantitative Python professionals — provided they are genuinely comfortable moving into a Java codebase and committed to working within it day-to-day. If Java is a dealbreaker for you, this role is likely not the right fit.

What you'll work on

• Pricing skew and spread optimisation across spot, futures, options, CFDs and NDFs
• Automated hedging algorithms balancing market impact, execution risk, and liquidity constraints
• Client flow toxicity and decay modelling to maximise spread capture
• High-performance, distributed pricing systems deployed across multiple global regions
• Backtesting and prototyping in Python; production implementation in Java

Who they're looking for

• Strong numerical academic background (Mathematics, Physics, or Quantitative Finance)
• Hands-on pricing or algorithmic trading experience in liquid markets — FX, ETFs, equities, or crypto
• Expert Python skills: NumPy, SciPy, Pandas — applied to real pricing or trading problems, not just notebooks
• Numerical optimisation and ML experience applied to live trading or pricing challenges
• Java: production experience is strongly preferred. Python-first candidates are welcome, but must have prior Java exposure and a genuine willingness to work in it full time

Bonus points for: KDB+/Q or functional programming exposure · Derivatives knowledge across futures, forwards, NDFs and CFDs · AWS / Kubernetes experience

What's on offer

• Up to £160,000 base salary
• Two discretionary bonus awards per year
• Hybrid working — 3 to 4 days in a modern London office
• A role where quant developers are primary contributors across the full research-to-production lifecycle
• Global presence across London, Paris, Jersey City, Tokyo, Singapore, and Luxembourg

Interested?

If this sounds like the right challenge, I'd love to hear from you. Click on apply or feel free to email me directly to saronerasmus@albertbow.com, or reach out for a confidential conversation.

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