Quantitative Developer
LLM Quant
Role Overview
We are seeking an LLM Quant Developer to build and productionise large language model solutions within a front-office quantitative environment. The role focuses on combining numerical and textual financial inputs to support pricing, macro analysis, and market intelligence functions.
This position sits directly alongside quantitative research, trading, and model engineering teams.
Key Responsibilities
- Fine-tune and deploy LLMs in production, specifically for FX and Rates applications
- Integrate text-based market data with numerical time-series datasets into unified modelling structures
- Build scalable model pipelines and enhancement frameworks in Python and/or C#/C++
- Develop real-time inference tools to support front-office decision-making
- Conduct experimentation, validation, and performance benchmarking of models
- Interface with quants and trading to gather requirements and iterate on functional outputs
Core Requirements
- Hands-on LLM fine-tuning experience, including production deployments
- Ability to combine structured numerical datasets and unstructured text inputs
- Strong quantitative grounding (modelling, statistics, maths)
- Market/product knowledge in FX or Rates
- Production-level programming experience in Python, C# or C++
Working Style
- Onsite 5 days per week
- High-velocity delivery expectations
- Tight deadlines and rapid iteration cycles
- Requires autonomous execution and strong communication skills
- Front-office exposure and comfort working with trading stakeholders
How to Apply
If you are available to start in early January and have hands-on LLM production experience in a financial context, please reach out with your CV.