data engineer

senior data scientist

analytics engineer

ai software engineer

senior analytics engineer

quantitative analyst developer

Bank of America

<div>Job Description:
At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. We do this by driving Responsible Growth and delivering for our clients, teammates, communities and shareholders every day. 
 
Being a Great Place to Work is core to how we drive Responsible Growth. This includes our commitment to being an inclusive workplace, attracting and developing exceptional talent, supporting our teammates&rsquo; physical, emotional, and financial wellness, recognizing and rewarding performance, and how we make an impact in the communities we serve. 
 
Bank of America is committed to an in-office culture with specific requirements for office-based attendance and which allows for an appropriate level of flexibility for our teammates and businesses based on role-specific considerations. 
 
At Bank of America, you can build a successful career with opportunities to learn, grow, and make an impact. Join us! 
We are looking for a highly skilled and innovative Quant Developer / Strategist to join the Quantitative Strategies &amp; Data Group within Global Markets. The team develops Python-based solutions on the Bank&rsquo;s strategic platform, Quartz, delivering strategic and regulatory programmes, including FRTB IMA, VaR, Strategic Risk and PnL, etc.. The role offers exposure across all asset classes (Rates / Commodity / Credit / FX / Equity) and involves close collaboration with Front Office Technology, Risk, and Quant teams. This is a hands-on role combining quantitative modelling, data analysis and engineering.
Key Responsibilities:<ul><li>
Develop and enhance market models (e.g. VaR) to ensure accurate measurement of risk exposures across trading books, in line with regulatory and internal governance requirements</li><li>
Support the implementation of robust risk data testing frameworks to assess the appropriateness, completeness and reasonableness of risk scenarios, VaR, expected shortfall and stress test calculations. This includes testing scenario design, implementation, results consolidation, and analyses of calculations to understand key drivers</li><li>
Investigate data issues and model anomalies, expanding and debugging the existing risk and PnL calculation code, and improving performance and maintainability</li><li>
Partner with Tech, Quants and Risk partners to ensure that the solutions are scalable and aligned with the programmes&rsquo; needs</li><li>
Drive continuous improvement through critical review of model development and validation outcomes, and constructive challenge and feedback on technical documentation</li></ul>
Required Qualifications and Skills:<ul><li>
Masters/PhD level in a quantitative subject (Mathematics, Statistics, Physics, Engineering, Computer Science or other analytical background)</li><li>
Proficient in Python, SQL, C++ and other</li><li>
Excellent analytical and problem-solving skills</li><li>
Strong communication skills</li><li>
Risk knowledge is desirable but not strictly necessary, provided there is a willingness to learn</li><li>
We welcome applications from junior candidates with at least 2 years of financial markets experience, as well as from more experienced professionals</li></ul></div>

Quant Developer â€“ Quantitative Strategies & Data Group

Citi

<div><h2 class="jobSectionHeader">Discover your future at Citi</h2>
Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you&rsquo;ll have the opportunity to grow your career, give back to your community and make a real impact.
<h2 class="jobSectionHeader">Job Overview</h2>
By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.
Team/Role Overview
Citi is looking for a Quantitative Developer to join the FX options quantitative development team, building and maintaining the pricing and risk infrastructure that powers the FX Options trading desk. In this role, you will sit at the intersection of software engineering and quantitative finance, translating complex mathematical models into robust, production-grade systems used by traders and structurers daily. This is an opportunity to make a direct and measurable impact on how FX Options are priced, risk-managed, and delivered at global scale.
<h2 class="jobSectionHeader">What you&rsquo;ll do</h2>
<ul><li>Build and maintain analytics libraries that support real-time pricing and risk management for FX Options products.</li>
<li>Design and implement quantitative pricing models using numerical techniques including Monte Carlo methods and partial differential equation solvers.</li>
<li>Develop production software using C++ and Python, applying object-oriented design principles and performance optimisation techniques including hardware acceleration.</li>
<li>Work closely with traders and structurers to translate business requirements into reliable, scalable quantitative systems.</li>
<li>Collaborate with technology teams to integrate models into trading infrastructure.</li>
<li>Partner with risk, compliance, legal, and finance teams to ensure quantitative systems meet governance and control standards.</li>
<li>Apply sound risk awareness when contributing to business decisions, ensuring that model outputs and system behaviour align with the firm's risk and conduct standards.</li>
</ul>What we&rsquo;ll need from you
<ul><li>Demonstrated software engineering ability in C++ and Python with practical experience.</li>
<li>Knowledge of statistics, probability theory, and their application to the evaluation and risk assessment of complex financial instruments.</li>
<li>Ability to design and implement numerical schemes and solve analytical equations relevant to financial modelling.</li>
<li>Familiarity with market data structures and how they are used in pricing and risk calculations.</li>
<li>Understanding of quantitative methods and investment products at any level of depth, with a willingness to develop further in a trading environment.</li>
<li>Clear and concise written and verbal communication skills, with the ability to explain technical concepts to non-technical partners.</li>
<li>A bachelor's degree or equivalent experience in a relevant discipline such as mathematics, computer science, physics, or engineering.</li>
</ul>Beneficial Skills &amp; Qualifications
<ul><li>Exposure to FX Options or other derivatives products, including an understanding of how they are structured and traded.</li>
<li>Experience working in a financial services environment alongside trading desks or quantitative research teams.</li>
<li>Practical exposure to hardware acceleration techniques for performance-critical quantitative applications.</li>
</ul><h2 class="jobSectionHeader">What We Offer</h2>
We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.
By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:
<ul><li>Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure</li>
</ul><ul><li>A discretional annual performance related bonus</li>
<li>Private medical insurance packages to suit your personal circumstances</li>
<li>Employee Assistance Program
</li><li>Pension Plan</li>
<li>Paid Parental Leave</li>
<li>Special discounts for employees, family, and friends</li>
<li>Access to an array of learning and development resources</li>
</ul>Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.
Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.
-
<h2 class="jobSectionHeader">Job Family Group:
</h2>Institutional Trading
-
<h2 class="jobSectionHeader">Job Family:</h2>
Quantitative Analysis
-
<h2 class="jobSectionHeader">Time Type:</h2>
Full time
-
<h2 class="jobSectionHeader">Most Relevant Skills
</h2>Please see the requirements listed above.
-
<h2 class="jobSectionHeader">Other Relevant Skills
</h2>For complementary skills, please see above and/or contact the recruiter.
-
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.</div>

FX Options Quantitative Developer (Assistant Vice President)

Standard Chartered Bank

#body.unify div.unify-button-container .unify-apply-now: focus, #body.unify div.unify-button-container .unify-apply-#body.unify div.unify-button-container .unify-apply-now: focus, #body.unify div.unify-button-container .unify-apply-
 Requisition Number: 56656
 Job Location: London, GBR
 Global Grade: Band 4
 Work Type: Office Working
 Employment Type: Permanent
 Posting Start Date: 23/06/2026
 Posting End Date: 10/07/2026
 :
 Job Summary
 
We are looking for a quantitative developer to join our Credit Trading Quant team, which works in the front office, delivering technological solutions for Credit Trading into production.
 
The team owns the analytics and e-trading roadmap for credit trading in partnership with desk heads, with accountability for prioritisation, delivery, and realised business impact. We develop the foundational platform and analytics that enable performant e-trading for credit flow. We research systematic trading ideas that predict the future of financial markets, applying scientific techniques to find patterns in large, noisy and rapidly changing real-world data sets. We develop and deploy those ideas into production to positively impact targeted e-trading metrics.
 
The team also provides analytics and tooling to the whole of Credit Trading. Our tools help drive efficiency, increase revenue and make processes more robust. They can be delivered as dashboarding, web apps, scheduled jobs, APIs and more.
 
The successful candidate will: 
<ul>
<li>Design, develop and deploy high performance components critical for e-Trading in Credit Flow such as live position and risk calculations, RFQ response, and auto-hedging. These will predominantly be in Java but may use Python when appropriate.</li>
<li>Ensure components delivered for e-Trading also provide value across Credit Flow.</li>
<li>Advise on and action productionisation of tooling across our Credit Trading deliverables.</li>
<li>Take ownership of their projects from inception to final delivery. This will require effective engagement and coordination with many teams including Trading, KDB, QA, Dev Ops, PSS, and the second line.</li>
</ul>
Key Responsibilities
 
Strategic Leadership and Innovation
 Lead the enhancement of credit flow trading metrics including but not limited to response rates, market share growth, and profitability (PnL) by expanding the capabilities and reach of the e-Trading platform. Develop and deliver advanced analytics, dashboards, and applications that significantly improve Credit Trading efficiency and revenue generation while optimising returns on risk-weighted assets (RoRWA).
 
Business Collaboration and Delivery
 Engage directly with front office traders to capture detailed business requirements and translate these into efficient, production-ready analytical products. Provide rapid module development and flexible configurations to meet evolving trading desk needs. Facilitate business growth by making platform components accessible to line traders, enabling overarching credit flow improvements.
 
Process Excellence
 Coordinate cross-functional delivery teams, integrating efforts among trading, KDB, quality assurance, DevOps, and other technology partners to accelerate product development cycles, refactor existing codebases efficiently, and integrate new functionalities seamlessly. Champion best practices in application lifecycle management, code quality, environment governance, and cross-team collaboration.
 
Leadership and Cultural Development
 Serve as a role model for professional excellence, fostering a culture that values diversity, integrity, and proactive risk management. Establish and communicate clear vision and expectations while collaborating closely with risk and control functions to ensure compliance and robustness in all deliverables.
 
Risk and Quality Management
 Identify and address operational and model risks proactively, ensuring all quantitative methods and tools adhere strictly to internal governance frameworks and Group standards. Implement and oversee comprehensive testing protocols including user acceptance testing (UAT) and peer QA reviews before production deployment to uphold the highest quality standards.
 
Competencies
 Our ideal team member demonstrates action-oriented behaviour, effectively collaborates across diverse teams, and maintains a strong customer focus. They provide clear guidance, manage ambiguity with confidence, and actively contribute to talent development within the organisation. Strategic mindset, courage in decision-making, and the ability to instill trust are essential traits. Additionally, candidates should possess a strong technical competency relevant to credit trading analytics, quantitative methods, and e-trading platforms.
 
Our Ideal Candidate
 
The ideal candidate possesses expert Java skills and strong Python capability, with experience building low-latency, high-performance trading systems and scalable, production-grade applications. They have a solid understanding of e-trading environments, including RFQ workflows, and exposure to credit or fixed income markets, with familiarity across pricing, risk, and hedging. They combine strong system design, data, and analytical skills with the ability to work on large, complex datasets, and demonstrate a track record of delivering robust solutions into production. Comfortable partnering with front office traders, they can translate business needs into technical solutions, while maintaining a strong focus on testing, governance, and controls, and bringing a hands-on, can-do approach with full ownership of delivery.
 
About Standard Chartered
 
Standard Chartered is a leading international bank that combines global reach with agility and impact. With over 170 years of history, we have a distinguished record of fostering prosperity in the markets where we operate by putting diversity and inclusion at the core of our mission. Our culture embraces continuous challenge, innovation, and the shared goal of making a positive difference for clients, communities, and colleagues alike.
 
Our core purpose is to drive commerce and prosperity through our unique diversity, guided by our brand promise to be here for good. This means that as part of our team, you will be encouraged to act with integrity, challenge the status quo constructively, and put clients' interests at the forefront of your work.
 
At Standard Chartered, we believe that we are better together. We foster an inclusive environment where everyone can bring their whole selves to work. We value and celebrate diverse perspectives and strive to create a workplace where talent can thrive unrestricted by background or identity.
 
Do the right thing: We uphold the highest ethical standards, encourage assertive yet respectful challenge, and maintain client-centricity in all decisions.
 Never settle: We pursue continuous improvement through innovation, learn from our experiences, and simplify complexity.
 Are better together: We collaborate inclusively, appreciate differences, and build sustainable success collectively.
 What we offer
 
Aligned with our commitment to equitable and competitive compensation, we offer an attractive package designed to support your comprehensive wellbeing—mental, physical, financial, and social.
 
Comprehensive Benefits: Core bank funding for retirement savings, medical, and life insurance is supplemented with flexible and voluntary benefits tailored to local needs.
 Generous Leave Policies: Alongside a minimum of 30 combined annual and public holidays, we offer parental maternity leave (up to 20 weeks), sabbaticals (up to 12 months), and dedicated volunteering leave to support work-life harmony and community engagement.
 Flexible Working Arrangements: We provide adaptable work patterns combining office presence with remote working options to help balance professional and personal commitments.
 Wellbeing Support: Access to Unmind, a leading digital wellbeing platform, resilience development programs, global Employee Assistance Programme, mental health first aid resources, and a wide range of self-help tools designed to promote holistic wellness.
 Continuous Learning and Growth: We cultivate a culture that encourages reskilling and upskilling through diverse learning opportunities across physical, virtual, and digital channels.
 Inclusive Culture: Be part of a values-driven organisation committed to celebrating and embracing diversity, ensuring that everyone feels respected and empowered to fulfil their potential.
 #body.unify div.unify-button-container .unify-apply-now: focus, #body.unify div.unify-button-container .unify-apply-#body.unify div.unify-button-container .unify-apply-now: focus, #body.unify div.unify-button-container .unify-apply-

Executive Director, Quant Developer - Credit Trading Quant

Prima

<div>Are you looking for a new challenge?

Fancy helping us shape the future of motor insurance?

Prima could be the place for you.

Since 2015, we&rsquo;ve been using our love of data and tech to rethink motor insurance and bring drivers a great experience at a great price. Our story began in Italy, where we&rsquo;ve quickly become the number one online motor insurance provider. In fact, we&rsquo;re trusted by over 5 million drivers. And now we&rsquo;re expanding to help millions more drivers in the UK and Spain. 
<div></div> 
<div>To help fuel that growth, we&rsquo;re looking for Data Scientists to join our Pricing &amp; Underwriting Department, the strategic engine behind Prima's growth.</div>
<div></div>
<div>As part of this global team, you&rsquo;ll play a pivotal role in shaping our strategy and strengthening our competitive edge. Using data, analytical thinking, machine learning and business acumen, you&rsquo;ll help predict the future and set the right prices, keeping our offering both attractive and sustainable. You&rsquo;ll work with your data science tools and skills to bring real-world impact, collaborating with cross-functional teams to turn insights into action and fuel innovation across the company and its different branches.</div>
<div></div>
<h3 class="jobSectionHeader">Excited to make an impact? Here are the details.</h3>
<h3 class="jobSectionHeader">What you&rsquo;ll do</h3><div>
<ul><li>Leverage data to identify risks, opportunities and key pricing drivers, turning complex information into actionable insights that influence strategic decision making;</li>
<li>Leverage Machine Learning and advanced analytics to develop risk and pricing models that power real-time insurance pricing for millions of customers;</li>
<li>Contribute directly to the company&rsquo;s growth and long-term success through innovative modelling, experimentation and commercially impactful insights.</li>
</ul>
</div><div></div><h3 class="jobSectionHeader">What we&rsquo;re looking for</h3><div>
<ul><li>Strong academic background in Mathematics, Physics, Engineering (Maths, Physics and Computer Science specialisations), Data Science, Computer Science or Statistics;</li>
<li>Strong quantitative, logical and analytical abilities, a solid foundation in statistics, probability and advanced analytics, and a curious, proactive and innovative mindset focused on solving complex problems;</li>
<li>Fluency in English, both spoken and written.</li>
</ul>
</div><div></div><h3 class="jobSectionHeader">Nice-to-Have</h3><div>
<ul><li>Strong communication skills, with the ability to challenge assumptions, and drive new ideas;</li>
<li>Possess a solid foundation in code development and machine learning, ideally in Python;</li>
<li>Know how to create, manipulate and analyse large datasets.</li>
</ul>
</div><div></div><div>Please note: this is the same position as the one referred as &ldquo;Data Scientist&rdquo; on our career site, posted with different job titles to reach STEM students and graduates who might not know a Data Scientist role suits them.</div>
<h3 class="jobSectionHeader">Why you'll love it here</h3>

We want to make Prima a happy and empowering place to work. So if you decide to join us, you can expect plenty of perks.

Competitive compensation: Benefit from competitive salaries, starting from &pound;80k up to &pound;160k, with clear opportunities to grow as you do.

Work Your Way: Enjoy full flexibility &ndash; work from home, the office or a mix of both. Plus, work from anywhere for up to 30 days a year.<div></div> 
\uD83C\uDFC1 Grow with us: We may move fast at Prima, but we move together. Get access to learning resources, mentorship and a growth plan tailored to you.

\uD83C\uDF08 Thrive and perform: Your best work begins when you feel your best. Enjoy private healthcare, gym discounts, wellbeing programs and mental health support.

Think you&rsquo;re a match? Apply now. 


At Prima, we celebrate uniqueness. If you don&rsquo;t meet every requirement but are passionate about this role, we still want to hear from you. Innovation thrives on diverse perspectives.

Prima is proud to be an equal opportunity employer. Need accommodations during the process? Email us at accessible.recruiting@prima.it. Let&rsquo;s build the future of insurance, together.</div>

Quantitative Analyst (Math, Physics & Engineering degrees)

Lunar Energy

<div>At Lunar Energy, we're on a mission to transform the way we power our homes by building an ecosystem of all-electric products, starting with a next-generation home battery system and a cloud PaaS to manage large fleets of DER assets. Comprising a team of visionary entrepreneurs and dedicated technology and industry experts, we're united by our shared vision of deploying and building products to electrify homes that are connected through an integrated software platform.

We are looking for a Staff Data Scientist to join the software team in the UK.

Responsibilities:
<ul>
<li>Building optimisation, forecasting and market participation algorithms to trade DER fleets in wholesale markets.</li>
<li>Modelling DER physical behaviour to connect control with market participation.</li>
<li>Operating large DER fleets in real time.</li>
<li>Quantifying uncertainty in asset behaviour and financial risk across strategies.</li>
</ul>
Your key skills &amp; experience:
<ul>
<li>5+ years' experience as a Quantitative Developer, Data Scientist, Risk Analyst, or in a related field.</li>
<li>A good understanding of formal methods in quantitative finance.</li>
<li>A degree, MSc, or PhD in a quantitative field such as physics, mathematics, or statistics.</li>
<li>Professional experience with forecasting, optimisation, signal processing, control, and decision-making algorithms.</li>
<li>Professional experience with machine learning algorithms.</li>
<li>Extensive experience in one of Python, Julia, or OCaml, along with relevant libraries (e.g. pandas, TensorFlow, NumPyro).</li>
<li>Extensive experience with SQL and proficiency working with large datasets.</li>
<li>You love working in a smaller team where you can see the impact of your work.</li>
<li>You are a first-principles thinker with intellectual curiosity, a love of learning, and an openness to changing your mind when given new information.</li>
<li>You are autonomous and enjoy managing your own workload and deadlines.</li>
</ul>
Desirable skills:
<ul>
<li>Professional experience with Bayesian modelling.</li>
<li>Software architecture experience.</li>
<li>Experience with the functional programming paradigm.</li>
<li>Experience with TypeScript.</li>
<li>Professional experience in the energy, trading, or commodities sector.</li>
<li>Experience with Unix-like operating systems.</li>
</ul>
Joining us gives you:
<ul>
<li>Competitive Compensation: Enjoy a competitive salary and stock options package.</li>
<li>Healthcare Benefits: Access to a private Medical Insurance scheme through BUPA (medical history disregarded).</li>
<li>Wellbeing Perks: A wellbeing and lifestyle benefits plan through Medicash.</li>
<li>Financial Security: 5% employer contributions pension matching.</li>
<li>Investment in Your Growth: A budget of &pound;1,000 per financial year for work-related training and an allowance of 4 training days.</li>
<li>Eco-Friendly Commuting: Participate in the Cycle To Work scheme and benefit from the Workplace Nursery benefit.</li>
<li>Work Setup Support: Receive &pound;200 upon joining for remote work setup.</li>
<li>Mental Health Support: Access to Spill - a Mental Health Support platform.</li>
<li>Family-Focused Benefits: Enhanced Maternity and Paternity Pay.</li>
<li>Time Off: 25 days of annual holiday entitlement plus 8 Bank Holidays.</li>
<li>Flexible Work Arrangements: Enjoy flexible start and finish times, with the option for fully remote working or a hybrid setup, depending on your preferences.</li>
</ul>
Duration: Full-time

Location: Fully remote work within GMT+/-2 time zones (conditions apply). You're also welcome to work from our office in Liverpool Street, London (UK), as frequently as you desire.

Inclusivity Matters: Lunar Energy is committed to being an equal opportunities employer, welcoming applications from individuals regardless of their race, gender, ethnicity, disability, religion/belief, sexual orientation, gender identity or expression, nationality, age, or social background. We actively encourage applications from underrepresented and minority groups, and we do not filter applications by university background, welcoming those who have taken alternative educational and career paths.

Join Lunar Energy and be a part of the future of sustainable home energy. Make an impact, grow your expertise, and contribute to a cleaner, more eco-conscious world. Apply now!</div>

Staff Data Scientist

Wise

<div>Company Description 
Wise is a global technology company, building the best way to move and manage the world&rsquo;s money. 
Min fees. Max ease. Full speed.
Whether people and businesses are sending money to another country, spending abroad, or making and receiving international payments, Wise is on a mission to make their lives easier and save them money.
As part of our team, you will be helping us create an entirely new network for the world's money. 
For everyone, everywhere.
More about our mission and what we offer. 
Job Description 
We are seeking a talented quantitative developer to join our Treasury Markets Data Science team. This role focuses on owning and operating the production infrastructure behind our FX pricing, risk, and trading systems with the opportunity to broaden the scope of work into traditional quant aspects.
Your work will have a direct impact on Wise&rsquo;s mission and millions of our customers. 
About the Role:
You'll join the Treasury Markets Data Science team, owning the quantitative infrastructure that powers how Wise manages FX risk across a USD 250bn+ in annual FX volume- serving everyone from retail customers sending money abroad to tier-1 banks via Wise Platform.
The wider Treasury FX team includes quants, traders, analysts, product managers and engineers working together to price, hedge, manage and scale FX operations within Wise in real time. Within that, the Data Science team owns the quantitative platform:
We run a Python-first, production-grade quant platform: real-time curve construction, multi-instrument pricing, risk analytics, and trading strategy - all built and operated by the same team. Your primary focus is keeping these systems reliable, performant and well-engineered - while thinking deeply about how they serve customers and products. You'll also contribute to the quantitative models themselves as you grow into the domain.
What you&rsquo;ll own<ul><li>
Python microservices that run quantitative models in production</li><li>
Monitoring, alerting, and reliability for real-time pricing and risk systems</li><li>
Shared quant libraries used across multiple services</li><li>
CI/CD pipelines, deployment and operational excellence</li><li>
Incident response and root cause analysis for production issues</li></ul>
Where you&rsquo;ll grow<ul><li>
Real-time curve construction (yield curves, FX forwards, vol surfaces)</li><li>
Pricing models for new instruments and products</li><li>
Trading strategy development and optimisation</li><li>
Risk modelling alongside the Risk team (VaR, stress testing, scenario analysis)</li><li>
Backtesting frameworks and model validation</li><li>
Customer behaviour modelling, pricing strategy and product launch support</li><li>
Collaborating with product teams to translate quantitative insights into customer-facing decisions</li></ul> 
Qualifications 
What we&rsquo;re looking for<ul><li>
4+ years building and maintaining production Python systems</li><li>
Strong experience with microservices, databases, and production infrastructure</li><li>
Experience with streaming systems, real-time data pipelines, or event-driven architectures (Kafka, Flink, Redis etc.)</li><li>
Quantitative background - maths, physics, engineering or finance - you can read a model and reason about correctness</li><li>
Experience with testing, monitoring, and debugging complex systems under load</li><li>
A product mindset - you think about who uses your systems and why</li><li>
Clear communicator who can work cross-functionally with other quants, analysts, traders, product managers and engineers</li></ul>
It&rsquo;s a bonus if you are familiar with<ul><li>
FX or financial markets experience</li><li>
Term structure modelling, stochastic calculus or Monte Carlo methods</li><li>
Interest rate curve bootstrapping</li><li>
Algorithmic execution experience</li><li>
Data lake or warehouse experience (Snowflake, Iceberg, Spark etc.)</li></ul>
We&rsquo;re people without borders &mdash; without judgement or prejudice, too. We want to work with the best people, no matter their background. So if you&rsquo;re passionate about learning new things and keen to join our mission, you&rsquo;ll fit right in.
Also, qualifications aren&rsquo;t that important to us. If you&rsquo;ve got great experience, and you&rsquo;re great at articulating your thinking, we&rsquo;d like to hear from you.
And because we believe that diverse teams build better products, we&rsquo;d especially love to hear from you if you&rsquo;re from an under-represented demographic 
Additional Information<div></div> 
For everyone, everywhere. We're people building money without borders &mdash; without judgement or prejudice, too. We believe teams are strongest when they are diverse, equitable and inclusive.
We're proud to have a truly international team, and we celebrate our differences. 
Inclusive teams help us live our values and make sure every Wiser feels respected, empowered to contribute towards our mission and able to progress in their careers.
If you want to find out more about what it's like to work at Wise visit Wise.Jobs.
Keep up to date with life at Wise by following us on LinkedIn and Instagram.</div>

Lead Data Scientist (Quant) - Treasury FX

Wise Australia Investments

<div><div><div>Wise is a global technology company, building the best way to move and manage the world&rsquo;s money. 
Min fees. Max ease. Full speed.
Whether people and businesses are sending money to another country, spending abroad, or making and receiving international payments, Wise is on a mission to make their lives easier and save them money.
As part of our team, you will be helping us create an entirely new network for the world's money. 
For everyone, everywhere.
. 
Job Description 
We are seeking a talented quantitative developer to join our Treasury Markets Data Science team. This role focuses on owning and operating the production infrastructure behind our FX pricing, risk, and trading systems with the opportunity to broaden the scope of work into traditional quant aspects.
Your work will have a direct impact on Wise&rsquo;s mission and millions of our customers. 
About the Role:
You'll join the Treasury Markets Data Science team, owning the quantitative infrastructure that powers how Wise manages FX risk across a USD 250bn+ in annual FX volume- serving everyone from retail customers sending money abroad to tier-1 banks via Wise Platform.
The wider Treasury FX team includes quants, traders, analysts, product managers and engineers working together to price, hedge, manage and scale FX operations within Wise in real time. Within that, the Data Science team owns the quantitative platform:
We run a Python-first, production-grade quant platform: real-time curve construction, multi-instrument pricing, risk analytics, and trading strategy - all built and operated by the same team. Your primary focus is keeping these systems reliable, performant and well-engineered - while thinking deeply about how they serve customers and products. You'll also contribute to the quantitative models themselves as you grow into the domain.
What you&rsquo;ll own<ul><li>
Python microservices that run quantitative models in production</li><li>
Monitoring, alerting, and reliability for real-time pricing and risk systems</li><li>
Shared quant libraries used across multiple services</li><li>
CI/CD pipelines, deployment and operational excellence</li><li>
Incident response and root cause analysis for production issues</li></ul>
Where you&rsquo;ll grow<ul><li>
Real-time curve construction (yield curves, FX forwards, vol surfaces)</li><li>
Pricing models for new instruments and products</li><li>
Trading strategy development and optimisation</li><li>
Risk modelling alongside the Risk team (VaR, stress testing, scenario analysis)</li><li>
Backtesting frameworks and model validation</li><li>
Customer behaviour modelling, pricing strategy and product launch support</li><li>
Collaborating with product teams to translate quantitative insights into customer-facing decisions</li></ul> 
Qualifications 
What we&rsquo;re looking for<ul><li>
4+ years building and maintaining production Python systems</li><li>
Strong experience with microservices, databases, and production infrastructure</li><li>
Experience with streaming systems, real-time data pipelines, or event-driven architectures (Kafka, Flink, Redis etc.)</li><li>
Quantitative background - maths, physics, engineering or finance - you can read a model and reason about correctness</li><li>
Experience with testing, monitoring, and debugging complex systems under load</li><li>
A product mindset - you think about who uses your systems and why</li><li>
Clear communicator who can work cross-functionally with other quants, analysts, traders, product managers and engineers</li></ul>
It&rsquo;s a bonus if you are familiar with<ul><li>
FX or financial markets experience</li><li>
Term structure modelling, stochastic calculus or Monte Carlo methods</li><li>
Interest rate curve bootstrapping</li><li>
Algorithmic execution experience</li><li>
Data lake or warehouse experience (Snowflake, Iceberg, Spark etc.)</li></ul>
We&rsquo;re people without borders &mdash; without judgement or prejudice, too. We want to work with the best people, no matter their background. So if you&rsquo;re passionate about learning new things and keen to join our mission, you&rsquo;ll fit right in.
Also, qualifications aren&rsquo;t that important to us. If you&rsquo;ve got great experience, and you&rsquo;re great at articulating your thinking, we&rsquo;d like to hear from you.
And because we believe that diverse teams build better products, we&rsquo;d especially love to hear from you if you&rsquo;re from an under-represented demographic 
Additional Information<div></div> 
For everyone, everywhere. We're people building money without borders &mdash; without judgement or prejudice, too. We believe teams are strongest when they are diverse, equitable and inclusive.
We're proud to have a truly international team, and we celebrate our differences. 
Inclusive teams help us live our values and make sure every Wiser feels respected, empowered to contribute towards our mission and able to progress in their careers.
If you want to find out more about what it's like to work at Wise visit Wise.Jobs.
Keep up to date with life at Wise by following us on </div></div><div><div><div><div>Instagram</div></div></div></div></div><div></div>

Explore 334+ Quantitative analyst developer in London this July. Find roles across top companies and apply now to boost your career.

334 quantitative analyst developer jobs In London

Quant Developer â€“ Quantitative Strategies & Data Group

FX Options Quantitative Developer (Assistant Vice President)

Executive Director, Quant Developer - Credit Trading Quant

Quantitative Analyst (Math, Physics & Engineering degrees)

Staff Data Scientist

Lead Data Scientist (Quant) - Treasury FX

Lead Data Scientist (Quant) - Treasury FX