Job Title: Quantitative Developer
Location: LondonType: Full-timeLevel: Mid LevelReports to: Chief Quant/ Risk Officer
Elwood Technologies is a FCA regulated firm that provides end-to-end institutional-grade digital asset Execution, Liquidity Access and Portfolio Monitoring & Risk Management Software. Built with institutions for institutions, Elwood’s EMS offers best available price execution, smart order routing and algorithmic tooling alongside a traditional finance grade Portfolio Management System. Built by industry experts with decades of combined experience in investment management and digital technology, we are now looking for a Senior Engineer to work on our EMS platform within the Engineering Team .
Job Description
We’re currently looking for a Quantitative Developer to join our Quant team based in the UK. We have a mix of Quant Developers and Software Engineers bringing finance knowledge and enterprise scale software development respectively – occasionally both! The stack is comprised of C# .NET 5+ services which call into a proprietary C++ quant library and present results via a React frontend. Hosted on Linux in AWS with large calculations distributed over many instances, messaging via Redis.
As part of the role, you will form an integral part of the team responsible for pricing and risk analytics available on our platform. You will contribute to the continued development of our models, whilst also working closely with the Product Team to implement new features, and provide desk support to our clients.
Key Responsibilities
- Develop and enhance our in-house pricing and risk models, which are implemented in our digital Quant analytics library, written in C++.
- Build new services to meet critical product and business needs using C++ and Python.
- Build features that help customers collaborate on asset management. The functionality of the library is exposed to clients through a web based cross-asset Portfolio Management System providing clients with real time pricing, scenario, risk and P&L on their portfolios as well as the ability to structure and overlay new positions.
- Work with engineers, designers, product managers, and senior leadership to turn our roadmap and technical vision into a tangible product with timely deliveries.
- Monitor and support all Quant production system components (analytics, market data).
- Estimation, design, development and unit testing of features, with robust coding standards.
Qualifications / Knowledge
- 5+ years’ of experience developing applications in C# with good knowledge of coding fundamentals
- Financial Services experience is essential (Buy or Sell-Side)
- Knowledge of the standard pricing models e.g. Black Scholes, sensitivities, with a strong understanding of derivatives of at least one asset class
- Experience working with interest rate curves, vol surfaces and other market data
- Experience implementing trading/risks applications in C# .
- Experience implementing C++ pricing libraries
- Strong knowledge of data structures, algorithms, and designing for performance.
- Great communication skills and the ability to work as part of a team – bouncing ideas off colleagues, building consensus around a design etc. - Ability to explain complicated concepts with ease
- Master's degree or PhD in mathematics or any other relevant numerical field.
What we offer:
💵 Competitive salary and compensation packages
🍎 Fully paid medical and discounted dental schemes for employees and their family
✈️ Generous time off + bank holidays
🍼 Enhanced parental leave for all employees who have been with the company for one (1) year
🍔 Fully stocked kitchen and access to Ubereats
💪 Discounted gym scheme with Fitness First
🐕 Employee Assistance Programme
📚 Paid study leave and personal leave
Why Elwood?
- Join one of the fastest growing FinTech companies and help shape the future of finance
- A startup with deep financial backing and a strong market presence
- Our platform is enabling institutional access to the most exciting growth opportunity in Finance
- Work with a modern technology stack and help solve high impact problems
- Strong client focused team with a diverse background
- We’re a Global company and have modern, centrally based offices in London, New York, Singapore & Jersry
Equal Opportunities
As an equal opportunity employer, you can read more about our policy here: https://elwood.io/diversity/
Top Skills
What We Do
Elwood Technologies is an established, global fintech, building digital assets trading infrastructure for institutional investors. Its seamless end-to-end platform connects to global crypto exchanges, custodians, and liquidity providers, via a single Application Programming Interface (API). Built by industry experts with decades of combined experience in investment management and digital technology, Elwood Technologies provides market infrastructure at scale, enabling financial institutions, neobanks, and corporations to access digital assets markets quickly and efficiently.