Quantitative Developer

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 jobA scientist – you are comfortable with numerical methods, linear algebra, partial differential equations, probability theory and statisticsAn engineer – who has a passion for computer science, system performance, clean code and architecture with an owner mentalityA doer – who is enthusiastic about new challenges, accepts a broad spectrum of responsibilities, and works hard to produce a high-quality resultA learner – who is not afraid of being outside the comfort zone and is ready to dive into some of the most complicated problems in financeAn excellent teammate – who has a combination of technical and personal qualities to thrive in a cutting-edge software development environmentWhat you’ll doDesign 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 derivativesWrite modern, high-performance C++ code that is clean, reusable, well-tested, and optimized for large-scale distributed systems using a high-performance grid computing platformLeverage Python, SQL, and Snowflake to analyze, construct, and validate model inputsDocument methodologies to support internal and external model validation and compliance processesWhat you should haveM.S. or PhD in mathematics, physical sciences, or engineering preferredExcellent quantitative and programming skills with 3-5 years’ experience in large-scale C++ development and program design as well as data intensive productsFamiliarity with additional programming languages such as Python, Java, and SQLStrong understanding of financial derivatives, market conventions, and their implementationHands-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 preferredWhy TS Imagine / BenefitsPlease note: This role requires applicants to be based in London, as it is anin-officeposition (4 days in office).Vacation and Personal daysAnnual bonus and salary reviewTraining Budget $1,500Health, dental, life assurance, and eye care vouchersSalary sacrifice pension schemeAbout TS ImagineCreated 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.

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