Quantitative Developer

Job Title: Distinguished Quantitative Engineer - Exotic DerivativesLocation: London, UK (Hybrid)Duration: 12 Months+ Extendable contractLooking for a highly senior hands-on Quantitative Engineer / Quant Developer with strong experience in Exotic OTC Derivatives pricing and risk modelling. This is a pure hands-on individual contributor role and not suitable for managerial, architecture-only, or research-focused candidates.Should have around 15-20+ years of experience in quantitative development with strong exposure to production-grade pricing libraries, risk engines, calibration frameworks, and exotic payoff models across asset classes such as Equity, Rates, FX, and Commodities.Need someone who can independently write pricing algorithms, validate quantitative outputs, and explain the mathematical models and pricing papers in detail. The candidate should be capable of verifying pricing numbers against market standards and supporting client-facing validation documentation.Strong Java experience is required because the team works primarily in a Java-based environment.Specifically need someone who understands both quantitative modelling and high-performance engineering.Requires strong experience in performance optimization, scalable pricing implementations, and low-latency quantitative systems. Many quants focus only on model correctness and ignore performance considerations, whereas this role requires both numerical accuracy and production efficiency.Candidates from ..... full job details .....