Front Office Equities Quantitative Developer

Front Office Equities Quantitative Developer

• An experienced Quant Developer working in a front office equities or equity derivatives environment
• Strong background in pricing, risk, and P&L analytics for equity derivatives (e.g. options, structured products)
• Solid quantitative foundation (Mathematics, Physics, Engineering, or similar)

• Expert-level C++ in a low-latency, production environment
• Python for tooling, analytics, or prototyping (Rust a strong plus)
• Strong understanding of derivatives pricing, and market data
• Experience with Linux, version control, CI/CD, and modern development practices

• Comfortable working directly with traders and front-office stakeholders
• Strong problem-solving mindset with attention to performance and robustness
• Able to operate in a fast-paced, high-impact trading environment

• Design, develop, and optimise C++ pricing, risk,L infrastructure for equity derivatives
• Collaborate with quants and traders to implement and enhance pricing models
• Build supporting analytics and tooling in Python (and/or Rust)
• Ensure scalability, performance, and stability of front-office systems
• Contribute to the ongoing evolution of the desk’s quantitative platform

• Quantitative Finance — Model design, implementation and validation.
• Risk & Regulatory — Risk frameworks and regulatory transformation.
• Data & AI — Data optimisation and AI adoption with strong governance.
• Digital & Technology — Cloud, engineering, automation and digital solutions.
• Transformation — Change management and large-scale delivery programmes.

Built on excellence, collaboration and innovation, Quanteam partners with clients to strengthen resilience, accelerate transformation and build future-ready capabilities.

Mid-Senior level

Contract

Finance

Business Consulting and Services and Investment Banking