full-time
Quantitative Developer
TS Imagine
- Employer
- TS Imagine
- Location
- London
- Working pattern
- on-site
About the role
Design, develop, and test financial pricing and risk models across asset classes, and build and validate quantitative datasets such as curves, volatility surfaces, and correlation matrices. Write high-performance C++ for distributed grid computing, analyze model inputs using Python, SQL, and Snowflake, and document methodologies for validation and compliance. A master’s degree or PhD in mathematics, physical sciences, or engineering is preferred, along with excellent quantitative and programming skills and 3–5 years of experience in large-scale C++ development. Candidates should understand financial derivatives and market conventions, have experience with financial data structures, and be familiar with languages such as Python, Java, and SQL; risk-management tool experience is preferred.