Quantitative Developer / Analyst
Location: Hybrid
Department: Trading – Options
Type: Full-time
Company: OCHO | Building Teams
Overview
We’re partnering with a leading global firm operating at the intersection of digital assets and traditional finance. Their mission is to build trusted, scalable, and innovative products that make complex markets more accessible, efficient, and transparent.
Having successfully navigated multiple market cycles, the firm is now expanding its quantitative engineering capability, developing advanced pricing engines and analytics to support an expanding derivatives and structured products portfolio.
This is an opportunity to work on high-impact trading systems alongside world-class engineers, quants, and traders in a fast-paced, intellectually demanding environment.
The Opportunity
We’re seeking a Quantitative Developer / Analyst to join a front-office quant team responsible for designing and maintaining proprietary pricing and risk models for exotic derivatives.
You’ll work hands-on across the full lifecycle, model research, implementation, calibration, optimisation, and integration into the firm’s pricing infrastructure.
Key Responsibilities
* Develop and maintain quantitative model libraries for use by the front-office trading desk
* Implement and calibrate pricing models for exotic and structured products across dynamic market conditions
* Build infrastructure components ,adaptors, gateways, and interfaces, to support pricing, risk management, and trade execution
* Collaborate with traders, quants, and engineers to design novel pricing models for complex derivatives markets
* Produce technical documentation, research papers, and validation reports on model design and performance
* Provide mentorship to junior quants and contribute to a culture of innovation and technical excellence
About You
* Postgraduate degree (MSc or PhD) in Mathematics, Physics, Engineering, or Quantitative Finance
* 10+ years’ experience in quantitative development, with strong programming expertise in C++ or C#
* Deep understanding of derivatives pricing and risk management, including stochastic calculus and stochastic processes
* Proficiency with numerical methods such as Monte Carlo simulation, PDE (Finite Difference / Finite Element), Tree engines, and random number generation
* Strong software engineering skills — including data structures, design patterns, and modular architecture
* Excellent problem-solving ability, attention to detail, and comfort working in a high-performance trading environment
* Clear communication skills, able to explain complex models to non-technical stakeholders
The Environment
You’ll be joining a tightly knit, high-performance team that values autonomy, collaboration, and depth of thought. Everyone’s voice is heard ,from graduate quants to senior engineers.
Performance and impact are what matter most. The culture rewards technical excellence, curiosity, and continuous improvement, while maintaining a relaxed, informal working environment.
Flexible working arrangements are supported, with a focus on long-term professional growth and learning.
Interested?
Message Ryan Quinn on LinkedIn for a confidential discussion, or apply directly with your CV.
OCHO | Building Teams