Quantitative Developer - FRTB

Duration: 6 months+

Role Title: Quantitative Developer - FRTB Duration: 6-month contract Location: London - Hybrid, 3 days per week onsite About the Company Our client is a well-established global financial institution recognised for its strong alignment between front-office trading,quantitative research and engineering teams. The firm places a clear emphasis on rigorous risk management, high-quality pricing infrastructure and pragmatic delivery to support complex derivatives activity across multiple asset classes. Job Description The Equity Derivatives Quant team within Global Banking and Markets is seeking a Quant Developer focused on the delivery of FRTB-driven risk and scenario generation infrastructure. The role sits at the intersection of quantitative development, large-scale data processing and model documentation, with strong interaction across trading, risk, finance and global quant teams. Key Responsibilities: Design, develop and enhance FRTB calculation infrastructure, including scenario generation and large-scale risk aggregation pipelines. Migrate legacy models and analytics into the strategic platform. Support quantitative modellers with model enhancements and documentation for regulatory submissions. Build and maintain pricing, risk and P&L tooling around the core C++ pricing library. Contribute to end-of-day and intraday risk and P&L delivery aligned with FRTB mandates. Collaborate closely with front office, market risk and technology teams in London and internationally. Essential Experience 3-7 years as a Quant Developer in derivatives or trading environments. Deep understanding of risk frameworks, scenario generation and large-scale data processing. Expert C++ (C++17) with ability to adopt Rust as the platform evolves. Strong Python exposure, including testing frameworks (Python-based technical round included). Solid understanding of equity derivative models and common pricing methodologies. Experience migrating quant libraries or legacy risk infra. Desirable Knowledge of VaR, ES, sensitivities and regulatory capital. Distributed computing, serialization and performance tuning. Exposure to Rust is a plus. Strong communication and ability to engage effectively with FO stakeholders.