Senior Quantitative Developer (Cross-Asset Lead)

Job Description

A Lead Quant Developer / Strat role, owning the pricing, analytics, stress-testing methodology and risk platforms that senior leadership depends on every day. The business continues to expand across asset classes, and the team needs a leader to shape and deliver its cross-asset analytics strategy. The central challenge is keeping risk representation, methodology and views consistent across the firm at scale.

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Your Role:

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• Be the senior point of contact for Risk Managers, the CRO and business stakeholders, translating their needs into a clear, prioritised book of work and driving it through to delivery.

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• Own the team’s operating rhythm, covering prioritisation, architecture review and turning incidents into investment decisions.

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• Resolve methodology and design debates, review designs and take personal ownership of the toughest cross-asset problems.

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• Bring central and front-office risk systems into line so risk is represented consistently across the firm.

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• Shape the strategic platform roadmap, including on-demand and what-if analytics, follow-the-sun processing, and guideline definition and enforcement, along with the engineering standards that support it.

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• Work closely with Quantitative Research, engineering and the wider business to deliver end-to-end risk methodology and analytics.

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Experience Required / About You:

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• Significant experience as a quant developer, desk strat or front-office quant in market or portfolio risk across multiple asset classes. Desk-facing experience is valued as highly as central risk experience.

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• Deep expertise in derivatives pricing, sensitivities, volatility calibration, scenario and stress methodology, VaR and attribution.

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• Strong production engineering in a modern language, with a track record of leading technical teams while staying hands-on in the analytics and the code.

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• A solid grasp of trading book economics (P&L, hedging, sizing and limits) and credibility with senior stakeholders.

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• Depth in one or more of: rates derivatives, macro and FX, equity derivatives and volatility, credit and converts, or commodities.

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• A strong quantitative foundation. An advanced degree is a plus but not essential.

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Further Context:

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• The firm has an outstanding culture and is one of the most respected names in the industry, known for building advanced in-house technology and constant innovation.

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• This is a senior, highly visible role. It reports into the team’s engineering leadership and works directly with the Chief Risk Officer.

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• The firm invests heavily in its people and their environment, and there’s real scope for progression.

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• This is a permanent position with a highly competitive salary and a comprehensive benefits package. Please get in touch for more details.

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