B2C2 are seeking a highly quantitative Senior Quant Developer (QD) to join our OTC Pricing team. This role sits at the critical intersection of Quantitative Research (QR) and production engineering. You will be a "proper" QD—collaborating directly on the mathematical design and owning the production implementation of client pricing and liquidity models. You will operate across a dual-language stack: utilising Python for research and data-driven modelling, and Java for architecting high-performance, distributed pricing systems. Your work will directly impact client pricing optimisation, flow analysis, and optimal hedging strategies for a global institutional liquidity provider.
Duties and Responsibilities:
● Model Implementation (Java): Architect and implement complex quantitative models (pricing, hedging, and optimisation) within our mission-critical, high-performance Java framework.
● Quantitative Research (Python): Partner with QRs to analyse large-scale datasets, develop alpha signals, and refine pricing skews and spread optimisation logic.
● Distributed Systems: Manage the challenges of deploying pricing logic across a multi-region architecture, ensuring consistency and high availability for 24/7 global trading.
● Optimal Hedging: Design and implement automated hedging algorithms that balance market impact, execution risk, and liquidity constraints.
● Client Analytics: Model toxicity and decay in client flow to optimise bespoke pricing tiers and maximise spread capture.
