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We have a current opportunity for a Linear Rates Quant Developer on a permanent basis. The position will be based in London. For further information about this position please apply. • lead the implementation of pricing and curve construction analytics in C++20. Developed market-making models in collaboration with traders. Played a central role in specifying and designing tooling and diagnostics for live solvers, RFQ pricing and risk. Partnered with the Head of FICC E-Trading Engineering on the architecture design for low-latency systems leveraging fast optimizers and algorithmic automatic differentiation (AAD). • Develop and maintain yield curve modelling frameworks for pricing and risk management of linear interest rate products (swaps, bonds, futures) and cross-currency swaps. • Manage one direct Junior Quant report, one dotted-line support staff, one quant dev and two developers. Engage in strategic discussions with senior management and business leaders to enhance international hiring, reduce operational risk, and streamline global support for the fixed income e-trading business. Successfully led desk projects in collaboration with North American teams. • Initiate extensive revamps of existing Excel-based legacy front-office tools, driving their migration to modern web-based applications to enhance efficiency, scalability, and usability. • Engaged with IT, local application support, and InfoSec teams to diagnose and optimize the latency and computational performance of clients analytics on traders desktops and servers. To find out more about Huxley, please visit XX XX XX XX XX Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 8 Bishopsgate, London, EC2N 4BQ, United Kingdom | Partnership Number | OC387148 England and Wales

We have a current opportunity for a Linear Rates Quant Developer on a permanent basis. The position will be based in London. For further information about this position please apply. Key contributor to new e-trading platform buildout effort, leading the implementation of pricing and curve construction analytics in C++20. Developed market-making models in collaboration with traders. Play a central role in specifying and designing tooling and diagnostics for live solvers, RFQ pricing and risk. Partner with the Head of FICC E-Trading Engineering on the architecture design for low-latency systems leveraging fast optimizers and algorithmic automatic differentiation (AAD).  Develop and maintain yield curve modelling frameworks for pricing and risk management of linear interest rate products (swaps, bonds, futures) and cross-currency swaps. Engage in strategic discussions with senior management and business leaders to enhance international hiring, reduce operational risk, and streamline global support for the fixed income e-trading business. Successfully lead desk projects in collaboration with North American teams.  Initiated extensive revamps of existing Excel-based legacy front-office tools, driving their migration to modern web-based applications to enhance efficiency, scalability, and usability.  Engaged with IT, local application support, and InfoSec teams to diagnose and optimize the latency and computational performance of 's analytics on traders' desktops and servers. Join a small team of Quants/Developers in the greenfield implementation for a new exotic rates pricing library with full accountability for project planning, the definition of the project scope, trading desk requirements and stakeholder engagement as part of the global markets division's drive to expand exotic interest rate derivatives revenue.  Implement local volatility multi-factors short rate model (qGM) that used parallel Monte Carlo simulation, pathwise differentiation (AAD) for fast Greeks calculation.  Deploy GM pricing tools in web-based application, excel and Murex. Promoted the use of Python as a prototyping tool for to replace Excel sheets within the desk.  Actively participate in cross-functional meetings, providing insights and strategic recommendations on leveraging AI technologies. Spearheaded initiatives including: • Utilize AI-powered coding assistants for intelligent code completion, syntax validation, and error detection, enhancing development efficiency and code quality. • Application of Tensor Neural Networks for pricing complex financial derivatives such as Bermudan Swaptions, improving accuracy and computational efficiency To find out more about SThree, please visit -hidden link- SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 8 Bishopsgate, London, EC2N 4BQ, United Kingdom | Partnership Number | OC387148 England and Wales

We have a current opportunity for a Python Quant Pricing Developer on a permanent basis. The position will be based in London. For further information about this position please apply. Develelop pricing models and trading systems for Fixed Income, Gov Loans, EU Gov Bonds, convertible bonds, supporting real-time trading strategies and portfolio management. Automate workflows for curve calibration and large-scale data-driven pricing, ensuring robust real-time system design for high-frequency decision-making. Develop and support Python Libraries and Excel addins. Pricing & PnL Risk Reporting Infrastructure design and development Visualisation tools To find out more about SThree, please visit -hidden link- SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 8 Bishopsgate, London, EC2N 4BQ, United Kingdom | Partnership Number | OC387148 England and Wales