Front Office Equities Quantitative Developer
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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.