Quantitative Developer
Job Overview
Quantitative Developer
Company:
Pharo Management is a leading global macro hedge fund with a focus on Emerging Markets. Founded in 2000, the firm currently manages approximately $7 billion in assets across five funds. Pharo trades foreign exchange, sovereign and corporate credit, local market interest rates, commodities, and their derivatives. Our investment approach combines macroeconomic fundamental research as well as technical analyses.
Pharo has offices in London, New York, Hong Kong, and Abu Dhabi, and employs a diverse, dynamic team of 135 professionals representing over 20 nationalities and 30 languages. We are united by our founding values of excellence, curiosity, collaboration, respect, humility, and creativity. We are passionate about what we do and are committed to attracting the best and brightest talent.
Job description:
We are looking for a Quant Developer in our London office. This position will work closely with a global team of quants. The role will report to the Chief Risk Officer.
Responsibilities:
- Implement, test, and maintain pricing models and risk infrastructure
- Write production-grade Python code with a strong emphasis on readability, performance, and testing
- Collaborate in code reviews, pair programming, and team design discussions
- Enhance CI/CD pipelines, testing frameworks, and logging/monitoring systems
- Work on fixed income and derivatives products, including IR, FX, bonds, and options
- Partner with quants to understand requirements and translate them into robust engineering solutions
Skills & Experience:
Required
- Degree in Computer Science, Engineering, Mathematics, Physics, or related field
- 0–5 years’ experience, or a strong graduate with demonstrable programming
- Proficiency in Python (experience with pandas and numerical libraries).
- Understanding of software engineering best practices (testing, CI/CD, version control with Git)
- Strong problem-solving skills and ability to work with complex systems
- Excellent communication and collaboration skills across teams and time zones
- Willingness and enthusiasm to learn financial products and derivatives
Preferred
- Some exposure to finance or financial instruments (fixed income, derivatives, options)
- Experience working in a collaborative environment with code reviews and pair programming
- Exposure to Git workflows and collaborative development practices
- Familiarity with C++ (legacy codebase context)
- Awareness of large-scale pricing libraries (QuantLib, Strata, or similar)