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