Quant Developer

We are recruiting a Quant Developer to join a specialist Non-Linear Quantitative Solutions team within a global financial services environment.

Key Responsibilities

• Design, develop and enhance an FX Options portfolio optimisation platform with full valuation and risk metrics

• Translate front-office trading and risk management requirements into robust, executable algorithms

• Implement and maintain models covering:

  • Vanilla FX options pricing

  • First and second order Greeks

  • Volatility surface modelling

  • Stochastic and statistical market models

• Apply optimisation and linear programming techniques to portfolio and risk problems

• Collaborate closely with quantitative analysts, developers and risk managers to deliver scalable, efficient solutions

• Contribute to ongoing quant research and model development, including testing and validation

• Support the build of efficient back-end systems and contribute to front-end usability where required

• Ensure solutions meet performance, robustness and governance standards in a regulated environment

Required Skills & Experience

• Strong working knowledge of FX derivatives, particularly Vanilla FX Options

• Solid understanding of:

  • Options Greeks (Delta, Gamma, Vega, etc.)

  • Volatility surfaces and implied volatility

  • Stochastic and statistical market models

  • Portfolio optimisation techniques

• Strong Python programming skills in a quantitative context

• Experience developing production-grade quantitative systems

• Bachelor’s or Master’s degree in Mathematics, Financial Mathematics, Physics, Computer Science or a related quantitative discipline

• Excellent communication skills, with the ability to work directly with technical and non-technical stakeholders

• Self-starter with strong ownership mindset and delivery focus

Desirable Experience

• Exposure to machine learning or AI techniques applied to financial markets

• Experience with KDB+/Q or time-series databases

• Background in FX, rates or derivatives-focused quant teams

• Familiarity with regulated, front-office or risk-aligned environments

Why Join

• Work on complex, real-world derivatives problems

• High level of technical ownership and influence

• Close collaboration with front-office, risk and quantitative teams

• Long-term platform build rather than short-term research-only work

Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates