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We're seeking an experienced Quantitative Developer to join a prestigious investment bank's Cross Asset RWA team. This is a contract position focusing on quantitative development, tools architecture, and framework enhancement within a highly collaborative environment.
Role OverviewYou'll be instrumental in developing and maintaining critical analytics libraries while working alongside traders, quants, and other stakeholders. The role combines technical expertise with business understanding, supporting the bank's strategic initiative to unify tools and processes across asset classes.
Key Responsibilities- Design and develop sophisticated analytics libraries for pricing and risk management across Windows and Linux environments
- Lead testing framework development and implementation
- Architect and enhance library infrastructure, including analytical code optimization
- Deliver technical solutions based on trading desk requirements
- Collaborate with Quantitative Analysts, Traders, and Structurers
- Partner with control functions to ensure robust governance
- Proven experience in quantitative development or similar technical roles
- Strong programming skills in Python and TypeScript
- Solid understanding of software design principles
- Experience with financial products and quantitative methods (preferred)
- Excellent communication skills
- Bachelor's degree or equivalent experience in a relevant field
- Day Rate: £850
- Contract Type: Inside IR35 (Umbrella)
- Location: London (Hybrid working arrangement)
- Start Date: Immediate
Interested candidates should submit their CV highlighting relevant experience in quantitative development and financial technology.
McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.
