Summary
✨ AI‑Generated
A global financial organization is seeking a senior quantitative technology professional to design and deliver next-generation pricing and risk platforms. The role involves building advanced models, guiding technical direction, collaborating with business stakeholders, and mentoring engineering teams.
Highlights
Senior technical leadership role focused on advanced quantitative systems, large-scale financial modeling, architecture ownership, and collaboration with global teams.
Description
FP Inc.
is partnering with a leading global bank to hire a Senior Quantitative Developer / Analyst for its Global Fixed Income Quantitative Analytics group.
The team of 20+ quants and developers spans London, New York and Toronto, covers Interest Rates, XVA and Emerging Markets, and houses the bank's Quant Innovation Hub for AI and machine learning in quantitative finance.
This is a senior, hands-on leadership role.
You'll own key parts of a next-generation model library and service-based pricing and risk platform for interest-rate derivatives.
You'll set technical direction, mentor quants and developers across regions, and act as a primary partner to trading, risk and Model Risk Management.
What you'll do
Lead the design and delivery of major components of a new model library and service-based pricing and risk platform, from architecture through production.Own the development of pricing, risk and calibration models across interest-rate derivatives, XVA (CVA, FVA, MVA, KVA) and emerging markets products.Set coding standards and technical direction for high-performance C++20 analytics with Python integration, multithreading and distributed computing.Drive the use of adjoint algorithmic differentiation (AAD) across the analytics stack for efficient sensitivities, calibration and capital calculations.Architect Monte Carlo and GPU-accelerated simulation engines for large-scale XVA and risk workloads.Lead quantitative support for low-latency pricing and electronic trading on the fixed income desks.Shape the Quant Innovation Hub's agenda: identify, prototype and productionize machine learning, deep learning and agentic AI applications in pricing and risk.Lead quantitative workstreams on regulatory programmes such as FRTB-CVA (SA-CVA) and benchmark rate reform.Serve as senior counterpart to Model Risk Management, owning model documentation and validation outcomes for valuation, counterparty credit risk and AI/ML models.Mentor and develop quants and developers across London, New York and Toronto, and contribute to hiring and team growth.
What you bring
A PhD or Master's in mathematics, physics, computer science, financial engineering or another quantitative field.8+ years as a quantitative developer or quant analyst in a tier-one bank, hedge fund or trading firm, with a strong record of delivering production pricing and risk analytics.Expert modern C++ (C++17/20) and strong Python, with experience designing large-scale, high-performance analytics libraries.Deep expertise in interest-rate derivatives modelling, XVA and counterparty credit risk analytics.Strong command of stochastic calculus, numerical methods and Monte Carlo simulation.Proven experience taking models through independent validation, and a solid understanding of model governance and regulatory expectations.Experience leading technical workstreams or mentoring quants in a global team.The credibility to engage traders, risk managers, validators and senior leadership.
Nice to have
Production AAD experience, ideally with NAG DCO or DCO-MAP.CUDA/GPU programming and distributed grid computing at scale.Machine learning or deep learning deployed in production pricing, calibration or XVA.Hands-on delivery on FRTB, SA-CVA/BA-CVA or other capital frameworks.Background in low-latency or electronic trading analytics.Publications, conference talks or open-source work in quantitative finance.
Why this role
You'll have senior influence over a greenfield-style platform build inside a team with an award-winning track record in XVA technology.
The role offers a direct hand in the bank's AI and machine learning innovation agenda and a visible leadership seat across three major financial centres.
