Front Office Equities Quantitative Developer

Who we are looking for

• An experienced Quant Developer working in a front office equities or equity derivatives environment
• Strong background in pricing, risk, and P&L analytics for equity derivatives (e.g. options, structured products)
• Proven experience developing and maintaining production-grade quantitative libraries
• Solid quantitative foundation (Mathematics, Physics, Engineering, or similar)

Your Competences

Technical

• Expert-level C++ in a low-latency, production environment
• Python for tooling, analytics, or prototyping (Rust a strong plus)
• Strong understanding of derivatives pricing models, numerical methods, and market data
• Experience with Linux, version control, CI/CD, and modern development practices

Ideal personality traits

• Comfortable working directly with traders and front-office stakeholders
• Strong problem-solving mindset with attention to performance and robustness

Your Responsibilities

• Design, develop, and optimise C++ pricing, risk, and P&L infrastructure for equity derivatives
• Collaborate with quants and traders to implement and enhance pricing models
• Build supporting analytics and tooling in Python (and/or Rust)
• Ensure scalability, performance, and stability of front-office systems
• Contribute to the ongoing evolution of the desk’s quantitative platform

Who We Are

Our Expertise

We provide high-impact consulting across five key domains:

• Quantitative Finance — Model design, implementation and validation.
• Risk & Regulatory — Risk frameworks and regulatory transformation.
• Data & AI — Data optimisation and AI adoption with strong governance.
• Digital & Technology — Cloud, engineering, automation and digital solutions.
• Transformation

Our Commitment

Built on excellence, collaboration and innovation, Quanteam partners with clients to strengthen resilience, accelerate transformation and build future-ready capabilities.