Quantitative Developer (232979-1)

Distinguished Quant Engineer - Exotic Derivatives (Java Engine)Location: London, UK (Canary Wharf)Engagement: 12-Month Contract Hybrid (3 days/week in office)Level: Distinguished Engineer The MissionJoin an elite team to build a sophisticated OTC derivative pricing system entirely from scratch using an open-source library architecture. We are looking for an exceptional, hands-on practitioner who can dissect academic research papers and build production-grade, numerically intensive execution engines from the ground up.Note: This is a pure individual contributor (IC) role with zero people-management or advisory-only responsibilities. You must hit the ground running on day one.Core ResponsibilitiesGreenfield Ownership: Design, code, calibrate, and roll out pricing and risk frameworks for complex OTC derivatives from scratch.Numerical Frameworks: Implement robust Monte Carlo methods, Tree/lattice methods, and PDE approaches.Curve Engineering: Manage multi-curve setups, sophisticated interpolation, and bootstrapping frameworks.Deep Validation: Fully understand, explain, and validate every model output and underlying number under intense technical scrutiny (no high-level A/B testing).Strict Non-NegotiablesProduction Java Mastery: Deep experience writing multi-threaded, memory-optimized, and numerically intensive Java libraries. (Purely Python-focused profiles will not be considered).Derivative Product Expertise: Advanced validation and payoff-modeling knowledge of variance swaps, ..... full job details .....