← Back to opportunities
About the Role
Job Opportunity Quantitative Engineer - Exotic Derivatives
Location: London, UK (Canary Wharf)
Engagement: 12-Month Contract | Hybrid (3 days/week in office)
Role Summary
We are hiring a hands-on Quantitative Engineer with 15+ years of experience to join a premier financial institution. You will independently design, implement, and deliver production-grade pricing and risk models for complex exotic OTC derivatives across Equity, Rates, FX, and Commodities.
Note: This is a pure individual contributor role focused on deep technical ownership, code implementation, and model formulation. It is not a management or advisory position.
Key Requirements & Responsibilities
Model Ownership: Independently design, code, calibrate, and roll out pricing/risk models for exotic OTC derivatives.
Technical Stack: Strong production-level experience in Java, C++, and/or Python for numerically intensive code. Java and pricing engine experience is h...
Location: London, UK (Canary Wharf)
Engagement: 12-Month Contract | Hybrid (3 days/week in office)
Role Summary
We are hiring a hands-on Quantitative Engineer with 15+ years of experience to join a premier financial institution. You will independently design, implement, and deliver production-grade pricing and risk models for complex exotic OTC derivatives across Equity, Rates, FX, and Commodities.
Note: This is a pure individual contributor role focused on deep technical ownership, code implementation, and model formulation. It is not a management or advisory position.
Key Requirements & Responsibilities
Model Ownership: Independently design, code, calibrate, and roll out pricing/risk models for exotic OTC derivatives.
Technical Stack: Strong production-level experience in Java, C++, and/or Python for numerically intensive code. Java and pricing engine experience is h...
Ready to Join Through a Referral?
Apply now and get connected directly with the hiring team
Apply for this Position