Quantitative Developer

Job Specification:
Quantitative Developer (PhD)

Location: London, UK

Employment Type: Permanent

We are seeking highly skilled Quantitative Developers (PhD level) to join leading banking institutions in London. The role focuses on building robust quantitative models, analytics platforms, and high-performance systems to support trading, risk management, and pricing functions across asset classes.

• Design, develop, and implement quantitative models for pricing, risk, and trading strategies
• Translate complex financial models into scalable production-grade code
• Collaborate closely with Front Office, Trading, Risk, and Research teams
• Enhance and maintain low-latency, high-performance systems
• Perform model validation, backtesting, and optimisation
• Contribute to architecture design of quant libraries and analytics platforms
• Ensure best practices in software engineering, testing, and documentation
• Work with large datasets and implement efficient numerical methods
• Mathematics
• Physics
• Statistics
• Computer Science
• Strong academic background with focus on applied mathematics or computational methods
• Proven experience working within investment banking or financial markets
• Strong understanding of:
• Market data and financial instruments
• Experience supporting Front Office or trading desks (highly desirable)
• Advanced programming skills in:
• C++ / Java / C# (strongly preferred)
• Experience with:
• Object-oriented design and software engineering best practices
• Numerical methods (Monte Carlo, PDEs, stochastic calculus)
• Data structures, algorithms, and performance optimisation
• Familiarity with:
• Cloud platforms or distributed computing (nice to have)
• Version control tools (Git)
• One or more asset classes:
• Equities
• Fixed Income
• FX
• Commodities
• Exposure to:
• Algorithmic trading / systematic strategies
• Strong analytical and problem-solving abilities
• Excellent communication skills (ability to explain complex concepts clearly)
• Ability to work in fast-paced, front-office environments
• Collaborative mindset with stakeholders across business and technology

• Opportunity to work on cutting-edge quantitative problems in global banking
• Exposure to front-office trading environments
• Competitive compensation with performance bonus
• Clear career progression into lead quant / architect roles
• Flexible / hybrid working options

• PhD graduate with 3–10+ years’ experience in banking
• Strong blend of quantitative research + software engineering skills
• Passion for solving complex financial and computational problems