Quantitative Developer – Fixed Income (C#, Rust)

Quantitative Developer Hybrid working 150,000 to 175,000Quant Capital is urgently seeking a Quantitative Developer to join a growing financial services firm in London. The company has been expanding rapidly, offering cutting-edge financial data aggregation and transparency tools, which allow institutions to measure and model risks on a comprehensive basis. Their innovative platform helps investors and institutions gain a clearer understanding of their portfolios, providing deeper insights and enabling better risk management.This role presents a unique opportunity for a skilled developer to make a significant impact in a high-growth firm, working alongside a team of experts in a fast-paced environment.The Role:Model Development & Analytics: Build and implement quantitative models for pricing and risk analysis, specifically for fixed income products, public and private equities.Contribute to the testing or existing and novel interfacesCollaboration: Work closely with other development teams to integrate new models and interfaces within the existing systems.Skills and Experience:Experience: A minimum of 5 years of experience in a quantitative developer role, particularly in financial markets focused on trading, risk management, or quantitative analysis around Fixed Income products.Technical Expertise: Proficient in C#, Rust, and Python programming languages.Quantitative Background: Solid understanding of quantitative development, techniques and their application in financial services – including library development and integration.Testing Practices: A strong commitment to Test-Driven Development (TDD).My client is based in London and the role is hybrid but candidates must live within a commutable distance to London.This is a fantastic opportunity to join an innovative firm and play a pivotal role in shaping the future of finance. If you have the experience and passion for quantitative development in a fast-growing firm, we encourage you to apply.Discretion assured