Quantitative Engineer

Responsibilities

• Build out functionality on the new Quest platform using Rust and Python
• Deliver trade modelling and pricing capabilities
• Process market data and produce risk reporting
• Develop scenario analytics tools
• Contribute to DevOps and platform engineering
• Participate in the BAU support rota across Strats and Technology

Requirements

• Advanced analytical skills, typically evidenced by a degree in maths, physics, computer science, or engineering
• Proven track record of delivering robust, high-performance software and quantitative analyses
• Excellence in applied programming skills such as Python, Rust, C++, or other major languages
• Commercial, problem-solving, and “get-things-done” mindset
• Strong communication skills and ability to work as a team player
• Experience in financial markets or a keen interest to learn about them

Preferred Qualifications

• Applied expertise in creating and validating pricing and/or risk models in financial services
• Understanding of Fixed Income products and derivatives
• Broad understanding of model risk and new approaches to managing it
• Python or Rust programming experience
• Track record of contributions to an open source project
• Linux/Unix, Windows, or cloud computing experience

About the Company

Rothesay is the UK’s largest pensions insurance specialist, securing the pensions of more than one million people with over £70 billion of assets under management. The company is trusted by the pension schemes of British Airways, Cadbury, the Civil Aviation Authority, the Co-Operative, Morrisons, and others. Under the CTO, Rothesay has launched Project Quest to redevelop and modernize its full technology stack, and the team is now expanding for phase three.