Quantitative Developer

Direct message the job poster from Bonhill Partners

Bonhill Partners are currently supporting an Investment Bank based in London to expand their core Quant engineering team contributing to the development of production systems, quantitative models, and tools used across the business.

Client: Investment Bank

Contract Duration: 6 Months Rolling

Location: London, (5 Days in Office)

Requirements:

• Strong production experience in C# or C++.
• Experience designing scalable systems and APIs.
• Strong quantitative background and comfort with mathematical modelling.
• Product knowledge across rates, FX, inflation, and credit.
• Knowledge and past professional use of Gen AI.
• Experience in front-office or front-office-adjacent environments is beneficial.

Responsibilities:

• Design, implement, and maintain robust production components in C# or C++.
• Lead or contribute to scalable, maintainable, high-performance system and API design.
• Develop, extend, and validate pricing and risk models.
• Incorporate product knowledge across multiple asset classes into model behaviour and system architecture.
• Collaborate with trading, Product Control, Model Validation, and engineering teams.

Mid-Senior level

Full-time

Information Technology

Financial Services and Investment Banking

Referrals increase your chances of interviewing at Bonhill Partners by 2x