R&D Quantitative Developer

About the role

Within the Applied Research and Development (ARD) department, we are looking for a highly skilled Quantitative Developer to join a dynamic quants team. The role focuses on rationalising and streamlining cross‑asset pricing libraries, monitoring and testing model implementations across equity, forex, rates, inflation and hybrid products, and providing critical support to the XVA trading desks.

Key responsibilities

• Refactor, optimise and consolidate pricing libraries to improve efficiency, scalability and maintainability, while enhancing documentation and code clarity.
• Address valuation risks for a wide range of payoffs, improve model documentation, and collaborate with model validation teams to meet regulatory and internal standards.
• Provide day‑to‑day quantitative support to the XVA desk, including real‑time troubleshooting, accurate credit/funding/collateral risk calculations, and development of tools to manage credit exposure.

Required profile

• Advanced degree in Quantitative Finance, Mathematics, Computer Science or a related field.
• Strong problem‑solving abilities and a proactive approach to system improvement.
• Ability to work collaboratively with traders, quants and risk managers.
• Experience in pricing library development and refactoring within quantitative finance.
• Solid understanding of model validation, regulatory frameworks and compliance requirements.

Required skills

• Object‑oriented programming in C#.
• Python programming.

What we offer

• Competitive salary in the local market with performance‑based bonuses.
• Opportunity to work in an international, cutting‑edge financial environment with industry‑leading technology.
• Development opportunities in a fast‑paced, highly skilled team.
• Access to ongoing learning and professional development in quantitative finance.