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

Join 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.

• Greenfield 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).

• Production 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, volatility swaps, and knock-in/knock-out barriers.

• Financial Foundations: Faultless, front-to-back mastery of complex financial dates (payment dates, calculation periods, accrual rules, fixings, resets, and cash flows).

• Technical Articulation: Ability to clearly explain and defend your personal choices of numerical methods, library architecture, and production implementation models.

• Master''s or PhD preferred in Mathematics, Physics, Quantitative Finance, Computer Science, or equivalent elite commercial experience.

Randstad Technologies is acting as an Employment Business in relation to this vacancy.