Senior Quantitative Developer - Quantitative Finance

Role Overview:

Highly motivated Quantitative Developer to support the development, validation, governance, and enhancement of quantitative pricing models and libraries. The role combines quantitative finance and development, requiring strong expertise in C++, option pricing methodologies, and pricing library development.

Key Responsibilities:

- Develop, maintain, and enhance quantitative pricing libraries and model infrastructure using C++.

- Implement model validation tests, benchmarking frameworks, and control processes to support model governance requirements.

- Prepare and maintain model documentation, technical specifications, validation evidence, and governance deliverables.

- Review and uplift existing pricing libraries to align with internal model risk, control, and governance standards.

- Support the validation and testing of pricing models across derivatives and structured products.

- Analyze model behavior, investigate discrepancies, and assist in the resolution of model-related issues.

- Automate manual processes and develop tools to improve efficiency, accuracy, and scalability of quantitative workflows.

- Participate in code reviews, testing, and deployment activities to ensure production-quality deliverables.

- Contribute to continuous improvements in quantitative development standards, documentation, and validation frameworks.

Required Qualifications:

- Bachelor's or Master's degree in Quantitative Finance, Financial Engineering, Mathematics, Physics, Computer Science, Engineering, or a related discipline.

- 5-8 years of experience in quantitative development, model validation, or pricing library development within investment banking or financial services.

- Strong programming skills in C++, with experience working on quantitative libraries and pricing systems.

- Solid understanding of option pricing methodologies and derivatives valuation techniques.

- Experience with model testing, validation, benchmarking, and documentation.

- Strong analytical and problem-solving skills with attention to detail.

- Ability to work effectively in a cross-functional environment involving quant, technology, and business stakeholders.

Core Competencies:

- Quantitative modeling and pricing expertise.

- Strong C++ development capabilities.

- Model validation and governance mindset.

- Process automation and continuous improvement.

- Clear technical documentation and communication skills.