Quantitative Developer
LANCESOFT LTD • London, United Kingdom • Posted June 19, 2026
About the Role
Job Title: Distinguished Quantitative Engineer - Exotic Derivatives
Location: London, UK (Hybrid)
Duration: 12 Months+ Extendable contract
- Looking for a highly senior hands-on Quantitative Engineer / Quant Developer with strong experience in Exotic OTC Derivatives pricing and risk modelling. This is a pure hands-on individual contributor role and not suitable for managerial, architecture-only, or research-focused candidates.
- Should have around 15-20+ years of experience in quantitative development with strong exposure to production-grade pricing libraries, risk engines, calibration frameworks, and exotic payoff models across asset classes such as Equity, Rates, FX, and Commodities.
- Need someone who can independently write pricing algorithms, validate quantitative outputs, and explain the mathematical models and pricing papers in detail. The candidate should be capable of verifying pricing numbe...