Chantelle Smith
Principal Consultant
Quant Developer | C# | London, Hybrid
London, Greater London, South East, England
Apply by 6 Feb 2026
£90000 - £120000 per annum, Benefits: Bonus, Benefits Package
Job Ref.: BH-56477
Job Description
This hybrid role offers the opportunity to work closely with trading, risk, and development teams, providing solutions across pricing, analytics, and risk management systems.
A background in Foreign Exchange (FX) is essential, while experience in commodities, energy, or metals is advantageous.
The successful candidate will possess a strong understanding of derivatives pricing, with experience implementing and maintaining Excel-based pricing sheets and working with pricing analytics libraries in an options trading environment.
An advanced degree in a numerical discipline such as mathematics, physics, or engineering is required, and working knowledge of Python is a plus.
Key Responsibilities:
- Collaborate with trading, risk, and technology teams to build and maintain risk and analytics frameworks.
- Develop reporting and risk management layers on top of existing FX frameworks, including cash flow reporting and settlement reports.
- Build and implement volatility model frameworks using vol surface generation based on trader analysis, with integration into the existing pricing systems.
- Work with traders to implement solver changes for PnL targeting methodologies, including thorough testing and documentation.
- Take ownership of C#-based risk and analytics reporting tools.
- Maintain and enhance Excel pricing and risk sheets used across desks.
- Extend market data capabilities including implied vol enhancements and implied yield/carry curves.
- Implement new instrument models and enhance existing ones to keep up with evolving market demands.
- Proven experience as a C# Quant Developer in a financial services or trading environment.
- Strong knowledge of pricing analytics and quantitative libraries used in options trading.
- Extensive experience developing and maintaining Excel pricing sheets.
- Solid understanding of FX markets; experience in commodities, energy or metals is an asset.
- Proven track record of implementing new financial instrument models.
- Advanced degree (MSc/PhD) in a quantitative discipline such as mathematics, physics, engineering, or computer science.
- Familiarity with Python programming is advantageous.
Salary: £100,000 - £120,000 per annum Bonus Benefits