full-time
Quantitative Developer
Setec Alpha
- Employer
- Setec Alpha
- Location
- London
- Working pattern
- on-site
About the role
Develop a modular platform to calibrate and publish live and end-of-day curve and volatility surface models. Collaborate with quant and infrastructure teams to implement automated anomaly detection and ensure scalable service deployment. Requires over 5 years of strong C# programming experience and proficiency with modern .NET services architecture. Candidates should be well-versed in the financial domain, preferably with exposure to market data.