Quant Developer - Python | Contract | London | £1000/day

Equity Derivative Quant Developer - Python | Contract | London | £1000/day | Hybrid (2 days onsite)

• London (Canary Wharf)
• 6-month contract
• £1000/day
• Hybrid - 2 days/week onsite

You'll bring:

• 15+ years' experience as a Quant Developer in quantitative finance or trading environments
• Strong Python (10+ years), ideally with Visual Studio
• Solid C++ experience (5+ years)
• Background in mathematical finance, science, or mathematics from a top-tier university
• Familiarity with pricing models, CI/CD pipelines, and multi-component architectures
• Experience with distributed computing and serialization techniques

What you'll do:

• Design and implement pricing and market data pipelines
• Support pre- and post-trade product representations
• Collaborate with Quant Modellers to enhance core pricing libraries
• Build quantitative tooling to support the platform
• Promote best practices, mentor junior team members, and align with quant strategy
• Work closely with IT to ensure platform reliability and SLA compliance

Nice to have:

• Advanced degree (MSc or PhD) in Mathematical Finance, Physics, Computer Science, or related quantitative discipline
• Experience developing models in structured equity derivatives
• Familiarity with instrument pricing, sensitivity calculations, P&L explain, VaR, and Expected Shortfall
• Knowledge of equity derivative instruments and their life cycle
• Exposure to CI/CD pipelines and coding standards in enterprise environments
• Understanding of distributed computing and serialization techniques
• Prior experience interacting directly with Front Office teams