2 of 2 Contract Performance Engineering Jobs in London

Equity, Rates, FX, and Commodities. We require deep, hands-on ownership. You will be responsible for everything from mathematical formulation and numerical implementation to performance optimisation and direct contribution to live analytics and trading systems. What You Will Do End-to-End Model Ownership: Independently design, implement, and validate … advanced numerical techniques including Monte Carlo methods (with variance reduction), Tree/lattice methods, PDE approaches, and curve construction (bootstrapping/interpolation). High-Performance Engineering: Deliver low-latency, high-performance implementations optimised for large books and intraday risk. Codebase Evolution: Review, debug, and optimise existing quantitative ...

Java experience is required because the team works primarily in a Java-based environment. Specifically need someone who understands both quantitative modelling and high-performance engineering. Requires strong experience in performance optimization, scalable pricing implementations, and low-latency quantitative systems. Many quants focus only on model correctness … ignore performance considerations, whereas this role requires both numerical accuracy and production efficiency. Candidates from organizations or platforms such as Murex, Calypso, Numerix, or similar derivatives pricing environments will be highly preferred because of their exposure to institutional pricing libraries and OTC market conventions. The candidate should have deep ...