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Huxley
Quantitative Developer

Quantitative Developer

On site

London, United kingdom

$ 300,000 /year

Full Time

24-04-2025

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Expired

Job Specifications

We have a current opportunity for a Linear Rates Quant Developer on a permanent basis. The position will be based in London. For further information about this position please apply.
Key contributor to new e-trading platform buildout effort, leading the implementation of pricing and
curve construction analytics in Python & C#. Developed market-making models in collaboration with traders. Play a
central role in specifying and designing tooling and diagnostics for live solvers, RFQ pricing and risk. Partner
with the Head of FICC E-Trading Engineering on the architecture design for low-latency systems leveraging fast
optimizers and algorithmic automatic differentiation (AAD).
· Develop and maintain yield curve modelling frameworks for pricing and risk management of linear
interest rate products (swaps, bonds, futures) and cross-currency swaps.
Engage in strategic discussions with senior management and business leaders to enhance international hiring,
reduce operational risk,and streamline global support for the fixed income e-trading business. Successfully lead
desk projects in collaboration with North American teams.

About the Company

Huxley delivers world-class recruitment services that adapt as businesses evolve. For over 20 years, Huxley has provided comprehensive solutions that strengthen our partnerships with customers. Global teams in local markets specialise in placing Banking and Finance, Engineering, Commercial and Technology jobs across a wide range of industries. Working with companies of all sizes from large multi-nationals to innovative start-ups, we offer compliant solutions that meet both global and local regulatory standards. Our teams de... Know more