Quantitative C++ Developer

Quantitative C++ Developer – Investment Banking – Contract

Our client, a leading player in the investment banking sector, is seeking a skilled Quantitative C++ Developer to join their London-based team on a 6-month contract. This is a hybrid role requiring 3 days per week in the office.

Key Details:

• Location: London
• Contract Length: 6 months
• Working Pattern: Hybrid (3 days in-office)
• Team: GM IT (Global Markets)
• Industry: Investment Banking

Responsibilities:

• Develop and maintain pricing and risk analytics for flow rates products.
• Collaborate closely with Quant Research and IT teams.
• Deliver new features, bug fixes, and technical improvements.
• Participate in code reviews and support rota.

Requirements:

• Strong C++ development experience.
• Quantitative degree (BSc/MSc) or equivalent.
• Excellent communication skills.
• Preferred: Knowledge of Fixed Income Derivatives, Bonds, Futures, Python, Visual Studio, Excel.