Quant Developer – C++ - Rates & Credit Derivatives

Quant Developer – C++ - Rates & Credit Derivatives

My global banking client, based in London, is looking for a Quant Developer to join their team on a contract basis. Initial contract duration is until end of December (potential extensions).

Paying £850pd and they need someone in the London office 4-5 days a week.

Key skills:

• Experience & Education: 3–7 years as a Quantitative Developer in finance/trading, with a strong maths/science or mathematical finance degree.
• Core Technical Skills: Advanced C++ expertise (essential), plus experience with large quant libraries and tools like Visual Studio, Git, and CI/CD pipelines.
• Quant & Pricing Knowledge: Solid understanding of standard pricing models, derivatives pricing (e.g. swaps), and basic techniques like bootstrapping.
• Risk & P&L Understanding: Experience with risk metrics (VaR, ES), sensitivity analysis, P&L prediction/explain, and general financial concepts.
• Development & Systems: Comfortable with Windows/UNIX environments, collaborative development (code reviews, pull requests), and reading/debugging complex code quickly.

Responsibilities:

• Core Development Work: Design and implement pricing, risk, and P&L infrastructure, while supporting and enhancing the core quant pricing library.
• Quant Collaboration: Work closely with quantitative modellers to build and extend pricing models and develop supporting quantitative tools.
• Platform & Systems Build: Develop and integrate intraday and end-of-day pricing, risk, P&L systems, and market data pipelines (including replacing legacy platforms).
• Production Support: Provide daily support and troubleshooting for pricing and risk issues within the quant library.
• Stakeholder Interaction: Collaborate regularly with traders, quants, risk, finance, and global tech teams.

Please apply now for immediate consideration and further details.

Keywords: Quant Developer, Quantitative Developer, Quant Engineer, C++, Quant Dev, Rates, Credit Derivatives, Finance, Bank, Banking.

Scot Lewis Associates Ltd is acting as an employment business.