About the job
TS Imagine, a global leader in trading and risk management SaaS-based software, is seeking a Quantitative Developer to join our Models and Quantitative Data team in our London office!
As a Quantitative Developer, you will design, develop, and test sophisticated models to value financial positions, construct quantitative datasets (e.g., curves, volatility cubes, correlation matrices), and calculate market risk metrics (e.g., VaR, greeks) in real-time across all asset classes. Our cutting-edge risk and pricing models are trusted by some of the world’s most prestigious financial institutions, including global investment banks and multi-strategy hedge funds.
Who will love this job
A scientist – you are comfortable with numerical methods, linear algebra, partial differential equations, probability theory and statistics
An engineer – who has a passion for computer science, system performance, clean code and architecture with an owner mentality
A doer – who is enthusiastic about new challenges, accepts a broad spectrum of responsibilities, and works hard to produce a high-quality result
A learner – who is not afraid of being outside the comfort zone and is ready to dive into some of the most complicated problems in finance
An excellent teammate – who has a combination of technical and personal qualities to thrive in a cutting-edge software development environment
What you’ll do
Design and develop financial models for pricing positions and calculating market risk metrics across asset classes, including equity, credit, FX, fixed income, commodities, crypto, and their derivatives
Write modern, high-performance C++ code that is clean, reusable, well-tested, and optimized for large-scale distributed systems using a high-performance grid computing platform
Leverage Python, SQL, and Snowflake to analyze, construct, and validate model inputs
Document methodologies to support internal and external model validation and compliance processes
What you should have
M.S. or PhD in mathematics, physical sciences, or engineering preferred
Excellent quantitative and programming skills with 3-5 years’ experience in large-scale C++ development and program design as well as data intensive products
Familiarity with additional programming languages such as Python, Java, and SQL
Strong understanding of financial derivatives, market conventions, and their implementation
Hands-on experience with financial data structures, such as yield curves (OIS, Libor, cross-currency), inflation curves, volatility surfaces, and interest rate volatility cubes (preferably live or intraday)
Experience in developing risk management tools such as VaR, Monte Carlo, scenario analysis and P&L is preferred
Why TS Imagine / Benefits
Please note : This role requires applicants to be based in London, as it is an
in-office
position. Remote work is not possible. Vacation and Personal days Annual bonus and salary review Training Budget $1,500 Health, dental, life assurance, and eye care vouchers Salary sacrifice pension scheme About TS Imagine Created out of the combination of two best-in-class SaaS platforms, TradingScreen and Imagine Software, TS Imagine delivers integrated trading, portfolio and real-time risk solutions for capital markets. The platform is uniquely positioned to streamline complex and time-consuming workflows across front, middle, and back office functions. TS Imagine has close to 400 employees in 10 offices worldwide, serving approximately 500 global buy-side and sell-side institutions across North and South America, EMEA, and Asia Pacific including hedge funds, traditional asset managers, pension funds, mutual funds, and financial institutions. We challenge our employees every day to think creatively and innovate across silos and across platforms. Join us!
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in-office
position. Remote work is not possible. Vacation and Personal days Annual bonus and salary review Training Budget $1,500 Health, dental, life assurance, and eye care vouchers Salary sacrifice pension scheme About TS Imagine Created out of the combination of two best-in-class SaaS platforms, TradingScreen and Imagine Software, TS Imagine delivers integrated trading, portfolio and real-time risk solutions for capital markets. The platform is uniquely positioned to streamline complex and time-consuming workflows across front, middle, and back office functions. TS Imagine has close to 400 employees in 10 offices worldwide, serving approximately 500 global buy-side and sell-side institutions across North and South America, EMEA, and Asia Pacific including hedge funds, traditional asset managers, pension funds, mutual funds, and financial institutions. We challenge our employees every day to think creatively and innovate across silos and across platforms. Join us!
#J-18808-Ljbffr
