Front Office Quantitative Developer

Job Description

This is a remote position.

Role Overview:

As a Senior Front-Office Quantitative Developer, you will design, build, and support trading, structuring, and sales tools for the Global Equity business. Working hands-on across analytics and visualization applications, you will deliver flexible, high-performance solutions for client-facing groups spanning risk and analytics, price discovery and quotation, and hedging. You will interface directly with traders and other front-office stakeholders, translating business needs into robust, production-grade software integrated with the bank's central back-end infrastructure.

Key Responsibilities:

• Develop, support, and maintain Global Equity trading and analytics applications and visualization tools in a hands-on capacity.
  
• Deliver flexible, high-performance applications for client-facing groups such as trading and sales, covering risk and analytics, price discovery and quotation, and hedging.
  
• Implement real-time volatility analytics flows to support pricing and risk-management decisions.
  
• Build trading tools for pricing and parameter marking used directly by traders and structurers.
  
• Design and develop a corporate actions adjustment framework.
  
• Integrate applications with central back-end infrastructure for containerization, messaging, databases, and deployment.
  
• Interface directly with traders and front-office members to gather requirements and validate delivered solutions.
  
• Ensure applications meet performance, reliability, and scalability standards required for live trading environments.
  
• Collaborate with cross-functional engineering and quant teams to support end-to-end delivery of trading tools.
  
• Troubleshoot and resolve production issues affecting trading and analytics systems in a timely manner.
  

Requirements

Required Skills & Qualifications (Must-Have):

• Degree in Mathematics, Physics, Computer Science, Engineering, or an equivalent quantitative discipline.
  
• Solid background in equity derivatives, financial markets, and trading environments.
  
• Strong hands-on experience with object-oriented languages such as Python, C#, or C++ (Python and C# preferred).
  
• Proven experience developing distributed applications and multi-threaded systems.
  
• Strong working knowledge of design patterns and SOLID principles.
  
• Practical experience with CI/CD processes and version control tools.
  
• Experience with service-oriented architecture and messaging-based systems.
  
• Experience integrating applications with back-end infrastructure for containerization, databases, and deployment.
  
• Demonstrated ability to build and maintain high-performance, low-latency applications.
  
• Experience working directly with front-office stakeholders such as traders and sales desks.
  

Soft Skills:

• Strong communicator, able to translate front-office requirements into clear technical solutions.
  
• Comfortable engaging directly with traders and sales in a fast-paced, deadline-driven environment.
  
• Analytical and detail-oriented, with strong problem-solving skills under pressure.
  
• Collaborative team player able to work effectively across quant, engineering, and trading functions.
  
• Proactive and self-driven, with a strong sense of ownership from design through production support.
  
• Adaptable to shifting priorities within a dynamic trading environment.
  

Preferred Qualifications / Nice-to-Have:

• Experience with volatility modeling or derivatives pricing libraries.
  
• Familiarity with cloud-native deployment and container orchestration (e.g., Kubernetes, Docker).
  
• Exposure to messaging technologies such as Kafka, Solace, or similar.
  
• Experience with real-time data visualization frameworks.
  
• Prior experience within an investment bank or financial markets technology environment.
  
• Familiarity with corporate actions processing and reference data.
  
• Knowledge of additional programming languages (e.g., Java, R).
  

Requirements
Required Skills & Qualifications (Must-Have): Degree in Mathematics, Physics, Computer Science, Engineering, or an equivalent quantitative discipline. Solid background in equity derivatives, financial markets, and trading environments. Strong hands-on experience with object-oriented languages such as Python, C#, or C++ (Python and C# preferred). Proven experience developing distributed applications and multi-threaded systems. Strong working knowledge of design patterns and SOLID principles. Practical experience with CI/CD processes and version control tools. Experience with service-oriented architecture and messaging-based systems. Experience integrating applications with back-end infrastructure for containerization, databases, and deployment. Demonstrated ability to build and maintain high-performance, low-latency applications. Experience working directly with front-office stakeholders such as traders and sales desks. Soft Skills: Strong communicator, able to translate front-office requirements into clear technical solutions. Comfortable engaging directly with traders and sales in a fast-paced, deadline-driven environment. Analytical and detail-oriented, with strong problem-solving skills under pressure. Collaborative team player able to work effectively across quant, engineering, and trading functions. Proactive and self-driven, with a strong sense of ownership from design through production support. Adaptable to shifting priorities within a dynamic trading environment. Preferred Qualifications / Nice-to-Have: Experience with volatility modeling or derivatives pricing libraries. Familiarity with cloud-native deployment and container orchestration (e.g., Kubernetes, Docker). Exposure to messaging technologies such as Kafka, Solace, or similar. Experience with real-time data visualization frameworks. Prior experience within an investment bank or financial markets technology environment. Familiarity with corporate actions processing and reference data. Knowledge of additional programming languages (e.g., Java, R).