full-time
hybrid
Fee
$
31900

Java Senior Quant Developer (OTC Pricing)

London
Finance
July 21, 2026
Salary
£145000 / Year
Split
50/50

One of our clients is looking to appoint a Senior Quant Developer to join its OTC Pricing team in London.

This is an excellent opportunity to collaborate on a highly technical search with a globally recognised digital assets organisation. If you have experience recruiting within quantitative development, algorithmic trading, capital markets or financial technology, this could be a strong role to add to your desk.

About the Business

Founded in 2015, the business is a global leader in institutional digital asset liquidity, providing deep, reliable pricing across spot, futures, options, CFDs and NDFs, 24 hours a day, 365 days a year.

Headquartered in London with offices across Paris, Jersey City, Tokyo, Singapore and Luxembourg, the company works with brokerages, exchanges, banks, fund managers and other institutional clients worldwide. It combines expertise across quantitative research, pricing, risk, engineering and regulation to bridge the gap between traditional financial markets and digital assets.

The Opportunity

The successful candidate will join the OTC Pricing team as a Senior Quant Developer, working at the intersection of quantitative research and production engineering.

The role combines mathematical modelling with high-performance software engineering, using Python for research and data modelling and Java to build scalable production pricing systems. The successful hire will play a key role in client pricing optimisation, liquidity modelling and automated hedging strategies within a global institutional trading environment.

Key Responsibilities

  • Design and implement quantitative pricing, hedging and optimisation models in Java.
  • Partner with Quantitative Researchers to analyse large datasets and develop pricing and spread optimisation models using Python.
  • Deploy pricing logic across globally distributed, high-availability trading systems.
  • Develop automated hedging algorithms balancing execution risk, market impact and liquidity.
  • Analyse client flow, toxicity and trading behaviour to improve pricing performance and spread capture.

Candidate Profile

The client is looking for someone with:

  • 5+ years' experience developing high-performance Java applications.
  • Strong Python capability, including NumPy, Pandas and SciPy.
  • Experience applying numerical optimisation and/or machine learning to pricing or trading challenges.
  • Previous experience within client pricing, algorithmic trading or quantitative development in markets such as FX, Equities, ETFs or Crypto.
  • A strong academic background in Mathematics, Physics, Quantitative Finance or another highly numerical discipline.

Desirable Experience

  • KDB+/Q.
  • AWS, Docker and Kubernetes.
  • Low-latency system optimisation.
  • Derivatives pricing across Futures, Forwards, NDFs and CFDs.

What's on Offer

  • Hybrid working (typically 3–4 days per week in the London office).
  • A genuine opportunity to influence both quantitative research and production deployment.
  • Competitive salary with two discretionary bonus payments each year.
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