Java FX Quantitative Developer | Executive Director

I’m partnering with a global investment bank to appoint a Java Quantitative Developer at Executive Director level within its FX business.

This is a hands-on opportunity to work closely with quantitative researchers and traders on models supporting FX cash and spot pricing, client optimisation and hedging. You’ll take research through to production, bringing the engineering judgement and business understanding to challenge assumptions and influence implementation.

The role offers senior technical ownership as an individual contributor, with no direct reports.

The opportunity

• Develop and enhance pricing, client optimisation and hedging models within an established Java stack.

• Translate quantitative research papers and model specifications into robust, maintainable production code.

• Work alongside quants to validate model behaviour and assess practical implementation constraints.

• Collaborate with trading stakeholders to understand business needs and prioritise development.

What you’ll bring

• Strong hands-on Java development skills within financial markets.

• Experience implementing quantitative models, pricing engines or closely related analytical functionality.

• A sound understanding of FX cash and spot markets. Candidates from rates or equities will also be considered where they can demonstrate credible FX knowledge.

• The mathematical understanding to interpret research papers and discuss model assumptions with quants.

• Confidence challenging proposals constructively and explaining technical trade-offs.

• A degree in Computer Science or a related discipline. A master’s or PhD is not required.

Package and working arrangements

• Competitive base salary with a performance-linked bonus.

• Potential bonus buyouts can be discussed.

• Three days a week in the London office: Monday, Wednesday and one flexible day.

To discuss the opportunity confidentially, apply with your CV or contact Daniel Fisher at [email protected].