Job Description

Senior Quant Developer

Riskcare - A BIP Group Company

Location:

London

Reporting to:

Chief Quant

About Riskcare

Riskcare, part of the BIP Group, is a specialist consultancy delivering quantitative, technology, and advisory solutions to leading financial institutions. We partner with global banks, hedge funds, and investment firms to help them transform their trading, risk, and analytics capabilities. Our teams operate at the intersection of finance, mathematics, and technology--designing sophisticated models and implementing high-impact solutions for our clients.


At Riskcare, we share BIP's values:


We Dare to Think and Act Differently*
We Create Long-Lasting Value*
We Are Creators of Our Own Future*
Together We Go Further*

The Opportunity

We are seeking an experienced

Senior Quant Developer

with a strong background in

rates quantitative analytics

and

front office modelling

. This is a high-impact role working directly with a key client who is ready to onboard quickly and offers an exceptional opportunity to contribute to mission-critical modelling work from day one.


You will work closely with the Chief Quant and front-office stakeholders to design, enhance, and implement pricing and risk models across interest rate derivatives. This includes working directly within the client's C++ analytics libraries, contributing to model development, and supporting trading and risk teams with high-quality analytical solutions.

Key Responsibilities

Develop, enhance, and maintain

rates pricing and risk models

, including yield curves, STIR options, swaptions, bond options, caps/floors, and SABR-based models. Work directly within

C++ analytics libraries

, delivering robust and well-tested modelling components. Support front office teams with model analysis, validation, and implementation. Build and maintain tooling using

Python

and

SQL

to support data, analytics, and model workflows. Collaborate with quants, traders, technologists, and Riskcare teams to deliver high-value modelling solutions. Provide quantitative insight and technical leadership on client engagements.

About You

You will thrive in this role if you bring:

Essential Experience & Skills

8+ years' front office quantitative experience

within a leading hedge fund or investment bank (sell-side or buy-side considered). Deep knowledge of

rates products

and modelling (yield curves, options, swaptions, STIR, SABR, etc.). Proven experience working directly in a

C++ analytics library

. Strong coding ability in

C++

,

Python

, and

SQL

. Experience as a

desk quant

or

quant modeller

(not purely a quant developer). Strong mathematical background with the ability to design and implement advanced pricing models.

Desirable

Exposure to model risk, validation, or production environment modelling. Experience in a consulting environment or client-facing role.

What We Offer

Opportunity to work with a high-profile client on immediate, business-critical analytics. A competitive salary. The ability to shape impactful modelling solutions within a highly skilled Quant team. A collaborative culture supported by BIP Group's global capabilities and values.

Additional Information

Candidates should be

available to start shortly

(short notice period strongly preferred). Candidates requiring

visa sponsorship or relocation

cannot be considered for this engagement.

Why This Matters

Quantitative excellence is at the heart of how our clients price risk, make decisions, and stay competitive in fast-moving markets. In this role, you will directly influence the analytical foundations that traders, portfolio managers, and risk teams rely on every day. Your work will shape models that drive real financial outcomes, improve pricing accuracy, and enhance the robustness of the client's front-office capabilities.


By joining Riskcare, you contribute to solutions that have immediate business impact while playing a central role in strengthening the quantitative sophistication of a leading financial institution. This is an opportunity to leave a lasting imprint on the models and infrastructure that underpin critical trading and risk decisions.