Grid Dynamics
Opportunity We are looking for an experienced C++/Python Quantitative Developer to join a high-impact quantitative analytics team focused on Cross Asset XVA and Capital Analytics. This is a senior technical role combining quantitative modelling, software engineering and financial markets, with responsibility for developing analytics libraries used across pricing and risk management. You will work closely with Traders, Structurers, Quantitative Analysts and technology teams to deliver robust, scalable and production-ready solutions. Key Responsibilities Develop and maintain quantitative analytics libraries supporting pricing and risk management. Implement and support quantitative models using a combination of mathematical and computer science techniques. Develop pricing and valuation models using numerical methods, including Monte Carlo simulations and PDE solvers. Build high-quality software using C++ and Python, alongside technologies such as C#/.NET, Java, SQL and kdb. Apply object-oriented design principles and strong software engineering practices to quantitative applications. Work with market data and develop analytical solutions for complex financial instruments. Collaborate closely with Traders, Structurers, Quantitative Analysts and Technology teams. Partner with control functions including Market Risk, Credit Risk, Finance, Legal, Compliance and Audit. Contribute to appropriate governance, controls and risk-management processes. Provide technical expertise and contribute to the wider direction of the quantitative technology function. Requirements Essential Experience Strong professional experience in a quantitative development, quantitative modelling or analytics role, ideally within financial services. Strong Python programming experience. Experience with C#/.NET and SQL. Strong understanding of software design principles and object-oriented programming. Experience working with market data. Strong knowledge of statistics and probability. Ability to apply probability theory and numerical techniques to complex financial instruments. Experience with quantitative methods and mathematical finance. Understanding of investments and financial products. Strong communication skills with the ability to work effectively with both technical and business stakeholders. Nice to have Desirable Technical Experience Monte Carlo modelling Partial Differential Equation (PDE) solvers Numerical analysis Quantitative pricing and risk analytics Hardware acceleration kdb / time-series market data Java SQL High-performance quantitative applications Ideal Candidate The ideal candidate will be a strong software engineer with genuine quantitative capability, rather than purely a software developer or purely theoretical quant. You should be comfortable moving between C++ development, Python analytics, mathematical modelling and financial markets, while being able to communicate effectively with Traders, Structurers and senior stakeholders. A Bachelor's or Master's degree in a relevant discipline is expected, with a Master's or PhD preferred. Core Technology Stack C++ Python C#/.NET Java SQL kdb Mathematical Finance Statistics & Probability Monte Carlo PDEs Market Data Quantitative Analytics Pricing & Risk We offer Opportunity to work on bleeding-edge projects Work with a highly motivated and dedicated team Competitive salary Flexible schedule Benefits package - medical insurance, sports Corporate social events Professional development opportunities Well-equipped office About Us Grid Dynamics (NASDAQ: GDYN) is a leading provider of technology consulting, platform and product engineering, AI, and advanced analytics services. Fusing technical vision with business acumen, we solve the most pressing technical challenges and enable positive business outcomes for enterprise companies undergoing business transformation. A key differentiator for Grid Dynamics is our 8 years of experience and leadership in enterprise AI, supported by profound expertise and ongoing investment in data, analytics, cloud & DevOps, application modernization and customer experience. Founded in 2006, Grid Dynamics is headquartered in Silicon Valley with offices across the Americas, Europe, and India.
Opportunity We are looking for an experienced C++/Python Quantitative Developer to join a high-impact quantitative analytics team focused on Cross Asset XVA and Capital Analytics. This is a senior technical role combining quantitative modelling, software engineering and financial markets, with responsibility for developing analytics libraries used across pricing and risk management. You will work closely with Traders, Structurers, Quantitative Analysts and technology teams to deliver robust, scalable and production-ready solutions. Key Responsibilities Develop and maintain quantitative analytics libraries supporting pricing and risk management. Implement and support quantitative models using a combination of mathematical and computer science techniques. Develop pricing and valuation models using numerical methods, including Monte Carlo simulations and PDE solvers. Build high-quality software using C++ and Python, alongside technologies such as C#/.NET, Java, SQL and kdb. Apply object-oriented design principles and strong software engineering practices to quantitative applications. Work with market data and develop analytical solutions for complex financial instruments. Collaborate closely with Traders, Structurers, Quantitative Analysts and Technology teams. Partner with control functions including Market Risk, Credit Risk, Finance, Legal, Compliance and Audit. Contribute to appropriate governance, controls and risk-management processes. Provide technical expertise and contribute to the wider direction of the quantitative technology function. Requirements Essential Experience Strong professional experience in a quantitative development, quantitative modelling or analytics role, ideally within financial services. Strong Python programming experience. Experience with C#/.NET and SQL. Strong understanding of software design principles and object-oriented programming. Experience working with market data. Strong knowledge of statistics and probability. Ability to apply probability theory and numerical techniques to complex financial instruments. Experience with quantitative methods and mathematical finance. Understanding of investments and financial products. Strong communication skills with the ability to work effectively with both technical and business stakeholders. Nice to have Desirable Technical Experience Monte Carlo modelling Partial Differential Equation (PDE) solvers Numerical analysis Quantitative pricing and risk analytics Hardware acceleration kdb / time-series market data Java SQL High-performance quantitative applications Ideal Candidate The ideal candidate will be a strong software engineer with genuine quantitative capability, rather than purely a software developer or purely theoretical quant. You should be comfortable moving between C++ development, Python analytics, mathematical modelling and financial markets, while being able to communicate effectively with Traders, Structurers and senior stakeholders. A Bachelor's or Master's degree in a relevant discipline is expected, with a Master's or PhD preferred. Core Technology Stack C++ Python C#/.NET Java SQL kdb Mathematical Finance Statistics & Probability Monte Carlo PDEs Market Data Quantitative Analytics Pricing & Risk We offer Opportunity to work on bleeding-edge projects Work with a highly motivated and dedicated team Competitive salary Flexible schedule Benefits package - medical insurance, sports Corporate social events Professional development opportunities Well-equipped office About Us Grid Dynamics (NASDAQ: GDYN) is a leading provider of technology consulting, platform and product engineering, AI, and advanced analytics services. Fusing technical vision with business acumen, we solve the most pressing technical challenges and enable positive business outcomes for enterprise companies undergoing business transformation. A key differentiator for Grid Dynamics is our 8 years of experience and leadership in enterprise AI, supported by profound expertise and ongoing investment in data, analytics, cloud & DevOps, application modernization and customer experience. Founded in 2006, Grid Dynamics is headquartered in Silicon Valley with offices across the Americas, Europe, and India.
Grid Dynamics
Are you a seasoned Data Architect with a passion for modernising complex data ecosystems? Do you thrive in a dynamic, fast-paced environment where your expertise can shape the future of enterprise data platforms? If so, this is your opportunity to make a significant impact with a world-renowned organisation based in the heart of London. Our client, a top-tier risk management and insurance advisory firm operating across over 130 countries, is embarking on a transformative strategic initiative. They are building and scaling a next-generation, cloud-native enterprise data ecosystem designed to revolutionise their data capabilities. This ambitious project aims to modernise legacy data estates into scalable architectures like Data Lakehouse or Data Mesh, creating a secure, high-performance, and trusted data foundation. The new platform will seamlessly integrate vast datasets from internal trading systems, London Market platforms, and third-party providers to enable advanced analytics, AI, and real-time decision-making. Responsibilities Lead the design and implementation of a scalable, cloud-native data platform, serving as the technical authority and guiding the team through architectural decisions. Develop conceptual, logical, and physical data models that accurately represent complex insurance workflows, including risk placement, policy lifecycle, claims, and reinsurance. Architect and build robust data ingestion and integration pipelines (batch, streaming, API-based), ensuring high availability and performance. Drive platform engineering, leveraging modern cloud technologies (AWS, Snowflake, Databricks, Azure Synapse) to deliver scalable and reliable solutions. Collaborate closely with business stakeholders, data engineers, and analytics teams to translate industry needs into innovative technical solutions. Establish and maintain data governance, security, and compliance standards aligned with GDPR and industry best practices. Requirements 7+ years of proven experience as a Data Architect, Lead Data Engineer, or senior technical role within a complex, global enterprise. Deep domain knowledge of the Insurance, Reinsurance, or Broking sectors, with a strong understanding of London Market operations, policy & claims lifecycle, and industry data standards such as ACORD. Hands-on experience designing and implementing modern data architectures on cloud platforms, especially AWS, Snowflake, Databricks, or Azure. Advanced programming skills in SQL, Python, or Scala. Extensive experience with data modelling methodologies, including Data Vault, dimensional, and 3NF models. Excellent communication skills with the ability to convey complex technical concepts to non-technical stakeholders and executive leadership. Comfortable working onsite (hybrid) at the client's central London office. We offer Opportunity to work on bleeding-edge projects Work with a highly motivated and dedicated team Competitive salary Flexible schedule Benefits package - medical insurance, sports Corporate social events Professional development opportunities Well-equipped office About Us Grid Dynamics (NASDAQ: GDYN) is a leading provider of technology consulting, platform and product engineering, AI, and advanced analytics services. Fusing technical vision with business acumen, we solve the most pressing technical challenges and enable positive business outcomes for enterprise companies undergoing business transformation. A key differentiator for Grid Dynamics is our 8 years of experience and leadership in enterprise AI, supported by profound expertise and ongoing investment in data, analytics, cloud & DevOps, application modernization and customer experience. Founded in 2006, Grid Dynamics is headquartered in Silicon Valley with offices across the Americas, Europe, and India.
Are you a seasoned Data Architect with a passion for modernising complex data ecosystems? Do you thrive in a dynamic, fast-paced environment where your expertise can shape the future of enterprise data platforms? If so, this is your opportunity to make a significant impact with a world-renowned organisation based in the heart of London. Our client, a top-tier risk management and insurance advisory firm operating across over 130 countries, is embarking on a transformative strategic initiative. They are building and scaling a next-generation, cloud-native enterprise data ecosystem designed to revolutionise their data capabilities. This ambitious project aims to modernise legacy data estates into scalable architectures like Data Lakehouse or Data Mesh, creating a secure, high-performance, and trusted data foundation. The new platform will seamlessly integrate vast datasets from internal trading systems, London Market platforms, and third-party providers to enable advanced analytics, AI, and real-time decision-making. Responsibilities Lead the design and implementation of a scalable, cloud-native data platform, serving as the technical authority and guiding the team through architectural decisions. Develop conceptual, logical, and physical data models that accurately represent complex insurance workflows, including risk placement, policy lifecycle, claims, and reinsurance. Architect and build robust data ingestion and integration pipelines (batch, streaming, API-based), ensuring high availability and performance. Drive platform engineering, leveraging modern cloud technologies (AWS, Snowflake, Databricks, Azure Synapse) to deliver scalable and reliable solutions. Collaborate closely with business stakeholders, data engineers, and analytics teams to translate industry needs into innovative technical solutions. Establish and maintain data governance, security, and compliance standards aligned with GDPR and industry best practices. Requirements 7+ years of proven experience as a Data Architect, Lead Data Engineer, or senior technical role within a complex, global enterprise. Deep domain knowledge of the Insurance, Reinsurance, or Broking sectors, with a strong understanding of London Market operations, policy & claims lifecycle, and industry data standards such as ACORD. Hands-on experience designing and implementing modern data architectures on cloud platforms, especially AWS, Snowflake, Databricks, or Azure. Advanced programming skills in SQL, Python, or Scala. Extensive experience with data modelling methodologies, including Data Vault, dimensional, and 3NF models. Excellent communication skills with the ability to convey complex technical concepts to non-technical stakeholders and executive leadership. Comfortable working onsite (hybrid) at the client's central London office. We offer Opportunity to work on bleeding-edge projects Work with a highly motivated and dedicated team Competitive salary Flexible schedule Benefits package - medical insurance, sports Corporate social events Professional development opportunities Well-equipped office About Us Grid Dynamics (NASDAQ: GDYN) is a leading provider of technology consulting, platform and product engineering, AI, and advanced analytics services. Fusing technical vision with business acumen, we solve the most pressing technical challenges and enable positive business outcomes for enterprise companies undergoing business transformation. A key differentiator for Grid Dynamics is our 8 years of experience and leadership in enterprise AI, supported by profound expertise and ongoing investment in data, analytics, cloud & DevOps, application modernization and customer experience. Founded in 2006, Grid Dynamics is headquartered in Silicon Valley with offices across the Americas, Europe, and India.