R&D Quant Developer

About the role

We are looking for a highly skilled Quantitative Developer to join our Applied Research and Development (ARD) team. You will work with traders, modelers and risk managers to rationalize pricing libraries, support XVA desks and ensure robust model implementation across a wide range of assets.

Key responsibilities

• Refactor, optimise and consolidate existing cross‑asset pricing libraries for efficiency, scalability and maintainability.
• Enhance documentation and implement best software‑engineering practices for quantitative finance code.
• Respond to valuation‑risk issues, improve model documentation and collaborate with validation teams to meet regulatory standards.
• Provide day‑to‑day quantitative support to the XVA trading desk, including real‑time troubleshooting and development of tools for credit, funding and collateral risk calculations.

Required profile

• Advanced degree in Quantitative Finance, Mathematics, Computer Science or a related field.
• Strong quantitative background with expertise in financial derivatives and risk management.
• Proactive problem‑solver with the ability to work collaboratively across trading, quant and risk teams.
• Experience in pricing‑library development, refactoring and model validation within a quantitative finance environment.

Required skills

• Object‑oriented programming in C# and Python.
• Deep knowledge of financial derivatives and XVA adjustments (CVA, DVA, FVA).
• Credit risk management and exposure calculation.
• Model validation, regulatory frameworks and compliance requirements.

What we offer

• Competitive salary.