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C++ Quant Developer - Strats (Rates + Credit) - £130k + Business bonus

London, United Kingdom, £ £ 80000.00-150000.00 Annual Annual, Permanent


A top tier Investment Bank has an immediate need for a seasoned C++ Quant Developer. You will be joining the Debt Strats group, the team is responsible for delivery of risk and Profit & Loss, market data, pricing and calibration platforms and applications for the Rates, Credit and Emerging Markets trading businesses globally. This role is to lead delivery of Equity and Exchange Traded Funds market data, calibrations, risk and Profit & Loss within the Rates, Credit and Equity Capital Markets businesses.

You can expect:

  • Competitive salary and non-contributory pension
  • 30 days\' holiday plus bank holidays, with the option to purchase additional days
  • Life Assurance and Private Healthcare for you and your family
  • A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits
  • Option for +2 days\' volunteering leave per year

Your key responsibilities

  • Responsible for analysis, design and development of functionality to deliver to business requirements in C++ and Python
  • Responsible for delivering risk, P&L, market data and calibration functionality
  • Working closely with trading, quants and stakeholders to understand requirements and investigate queries and issues
  • Performing analysis of existing platform functionality to understand how best to deliver platform extensions
  • Providing technical leadership of distributed development team

Your skills and experience

  • Experienced using C++ and Python technologies particularly Server Side development, including multi-threading.
  • Experienced developing Front Office banking applications
  • Good practical understanding of interest rate/credit derivatives products, risk and P&L, market data and calibration
  • Experience with dividend fitting and calibration beneficial

For more information, please forward a Word CV in confidence.

Job Details

Not Specified
London, United Kingdom
£ £ 80000.00-150000.00 Annual Annual