IT & Software

Quant Developer | C# | London, Hybrid

Source Group International

London · Greater London · United Kingdom

Overview

In this role you will help build and maintain risk and analytics frameworks for FX markets, collaborating with trading, risk, and technology teams. You will develop reporting layers and implement volatility model frameworks linked to pricing systems. You’ll work on solver changes for PnL targets and own C#-based risk and analytics tools, while enhancing Excel pricing sheets and market data capabilities. This is a hybrid London opportunity with meaningful impact on pricing, analytics, and risk management in a high-performance team. You will shape models and tooling to support evolving market needs and trader analysis.

Pay / Benefits
  • bonus
  • benefits
  • hybrid work
Responsibilities
  • Collaborate with trading, risk, and technology teams to build and maintain risk and analytics frameworks.
  • Develop reporting and risk management layers on top of FX frameworks, including cash flow reporting and settlement reports.
  • Build and implement volatility model frameworks using vol surface generation based on trader analysis, integrated with pricing systems.
  • Work with traders to implement solver changes for PnL targeting methodologies, with thorough testing and documentation.
  • Take ownership of C#-based risk and analytics reporting tools.
  • Maintain and enhance Excel pricing and risk sheets used across desks.
  • Extend market data capabilities including implied vol enhancements and implied yield/carry curves.
  • Implement new instrument models and enhance existing ones to keep up with evolving market demands.
Key requirements
  • Proven experience as a C# Quant Developer in a financial services or trading environment.
  • Strong knowledge of pricing analytics and quantitative libraries used in options trading.
  • Extensive experience developing and maintaining Excel pricing sheets.
  • Solid understanding of FX markets; experience in commodities, energy or metals is an asset.
  • Proven track record of implementing new financial instrument models.
  • Advanced degree (MSc/PhD) in a quantitative discipline such as mathematics, physics, engineering, or computer science.
  • Familiarity with Python programming is advantageous.
  • collaboration with cross-functional teams
  • attention to detail
  • documentation and thorough testing
  • C#
  • pricing analytics
  • quantitative libraries for options trading

Reference: WJ-747_30140289

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