Job Specifications
We are looking for a Quantitative Developer to join our Quantitative Development team. This team is responsible for building and maintaining the firm's proprietary quantitative risk engine, which underpins our market risk analytics. As part of the wider quantitative group—alongside Quant Research and Quant Strategies —you will play a key role in integrating advanced financial models into our client-facing application Horizon, ensuring scalability, reliability, and performance.
This role sits at the intersection of software engineering and quantitative finance, offering the opportunity to work with multiple teams and directly impact how our models are deployed and used by clients.
Key Responsibilities
Design, develop, and maintain components of the in-house quantitative library and risk engine
Collaborate with Quant Research and Quant Strategy teams to implement pricing and risk models for multiple asset classes
Work with Technology and Product teams to integrate quant systems into internal platforms and external client applications
Optimize code and infrastructure for performance, scalability, and stability in production environments
Contribute to the evolution of the firm's quantitative technology stack, including testing frameworks, CI/CD processes, and coding standards
Support market data integration with market data vendors to ensure accurate pricing and risk calculations
Document system design, development practices, and integration processes for both internal stakeholders and external clients
Requirements
Minimum 2 years of experience in quantitative development, financial engineering, or risk technology
MSc degree in STEM field
Strong programming skills in Python, including experience with numerical libraries and production-quality code
Experience with cloud platforms (AWS preferred) for deploying and scaling applications
Understanding of FX and Interest Rate trade modelling, pricing, and risk management
Familiarity with market data vendors and OTC market data conventions
Strong grasp of software engineering best practices, including testing, version control, and CI/CD
Ability to work collaboratively across quant, tech, and product teams, while managing multiple development projects
Excellent communication skills and the ability to translate technical work into actionable outputs for both technical and non-technical stakeholders
Preferred Qualifications
Experience with Rust or C++ for performance-critical quantitative development
Exposure to additional asset classes or risk analytics beyond FX and rates
Familiarity with financial risk concepts such as sensitivities, scenario analysis, and stress testing
Benefits
Validus Risk Management is an independent technology-enabled advisory firm specialising in the management of FX, interest rate and other market risks. We work with institutional investors, fund managers and portfolio companies to design and implement strategies to measure, manage and monitor financial market risk, using a market-tested combination of specialist consulting services, trade execution and innovative risk technology.
Working at Validus can offer an exciting opportunity for both personal development and professional growth. Share in our mission to become the largest and most respected specialist provider of financial market risk services in the world. Notable benefits include a competitive remuneration package (salary + bonus), pension contributions, regular social events, train ticket loans and financial support towards professional qualifications.
Validus is an equal opportunity employer. We celebrate diversity and are committed to creating an inclusive environment for all employees.
About the Company
Validus Risk Management is an independent market risk advisory firm specialising in the management of currency, interest rate and commodity price risk.
We help our clients navigate and manage financial risk with a hands-on advisory approach and award-winning technology solutions. Our systematic financial risk management methodology has been designed to increase risk transparency, create customised risk management solutions, and facilitate the efficient execution of hedging transactions by minimising information asymmetry b...
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