Quant Developer (FX) - £150,000-£180,000 plus package

A leading Commodity OTC & Brokerage Firm is seeking a highly skilled Quant Developer (FX) to join its growing team on a permanent basis. This role sits at the core of trading, risk, and development, offering the opportunity to shape and expand a next-generation risk and analytics platform.

Key Focus: FX Expertise

We’re looking for a developer with strong FX options and FX derivatives experience, capable of driving enhancements across pricing, risk, and market data frameworks in a fast-paced front-office environment.

What You’ll Be Doing

You’ll take ownership of significant quantitative and technical initiatives, including:

• Building and enhancing the FX analytical framework, including cash-flow projections, settlement reporting, and downstream feeds.
• Developing the volatility modelling environment-vol surfaces, term structures, vol-day models, and integrating these into pricing libraries.
• Implementing solver changes to support PnL-targeting methodologies.
• Owning and expanding C#-based risk reports and Excel pricing tools.
• Delivering new and improved instrument models, implied vol functionality, and implied yield/carry curves across FX and other products.
• Enhancing the market data framework.

What We’re Looking For

• Experienced C# Quant Developer with a strong front-office background.
• Deep understanding of options pricing analytics, ideally within an FX trading environment.
• Hands-on experience maintaining and improving Excel pricing sheets.
• Experience working closely with traders and implementing new models.
• Advanced quantitative degree (MSc/PhD).
• Python experience advantageous.

What This Role Offers

Join a forward-thinking, innovative environment where your ideas drive tangible improvements. You’ll work alongside collaborative teams, contribute directly to cutting-edge analytics, and play a crucial role in evolving the firm’s risk and pricing capabilities.