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Randstad Logo Randstad · IT - Software Development

Quantitative Developer

United Kingdom, London 750.00 - 780.00 GBP / Day · Job Posted July 03, 2026
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Job Description

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.

Job Responsibility

  • Design, code, calibrate, and roll out pricing and risk frameworks for complex OTC derivatives from scratch
  • Implement robust Monte Carlo methods, Tree/lattice methods, and PDE approaches
  • Manage multi-curve setups, sophisticated interpolation, and bootstrapping frameworks
  • Fully understand, explain, and validate every model output and underlying number under intense technical scrutiny

Requirements

  • Master's or PhD preferred in Mathematics, Physics, Quantitative Finance, Computer Science, or equivalent elite commercial experience
  • Production Java Mastery: Deep experience writing multi-threaded, memory-optimized, and numerically intensive Java libraries
  • 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
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