About the Company Our client is a well-established global financial institution recognised for its strong alignment between front‑office trading, quantitative research and engineering teams. The firm places a clear emphasis on rigorous risk management, high‑quality pricing infrastructure and pragmatic delivery to support complex derivatives activity across multiple asset classes. Description This hybrid role blends quant development with hands‑on modelling. The successful candidate will work across pricing library enhancements, risk engines, model improvements and market data workflows, partnering closely with front‑office stakeholders and global quant teams. Key Responsibilities

Enhance and maintain the C++ pricing library while contributing to model improvements and validation‑driven refinements. Support risk engines, scenario calculations and market data transformation pipelines. Develop Python‑based tooling for prototyping, analysis and testing. Collaborate with traders, FO quants and risk teams to deliver robust analytics and model changes. Participate in intraday and end‑of‑day risk and P&L infrastructure enhancements. Contribute to the platform's migration from C++ toward Rust.

Qualifications

6+ years in quant development or modelling within a front‑office‑aligned team. Strong C++ development background with willingness to work in Rust. Solid modelling fundamentals and ability to contribute to both quant dev and quant research tasks. Python for analytics, testing and workflow automation. Proven FO interaction, strong communication and ability to work in a fast‑paced environment. Understanding of equity derivative pricing models. Familiarity with risk engines, market data workflows and distributed systems.

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