London, United Kingdom
Senior C++ Quant Developer
Derivatives, Fixed Income, Risk, Pricing Library, C++11/14/17, Front Office
Investment Bank - London
6 month contract - £700 per day
A leading Financial Organisation is looking to hire a Senior C++ Quant Developer to work on the development of a Front office derivatives pricing library, working closely with the Quantitative Analysts in the firm.
As the Senior C++ Quant Developer (Front office, Fixed Income) you will be working with Front Office Pricing Quants and your role will involve working closely with them to enhance, optimise and improve the pricing library. You will be reporting into the business, particularly the Head of Derivatives Pricing, and will need to be someone who has worked in and is very comfortable in a Front Office environment. Technically you will be a strong C++ Developer, ideally with C++14 and C++17, as well as having strong scripting skills such as Python.
This is the opportunity for someone who wants to be the primary Quant Developer in a fast-moving front office pricing environment, reporting into the business and working very closely with Quantitative Analysts around complex pricing.
The Senior C++ Quant Developer (Front office, Fixed Income) will require:
- Strong experience with C++ Development, ideally C++14 and C++17
- Experience in a Front Office environment
- Experience with Python, R or Java
- Experience with Derivatives, Fixed Income, Risk
If you would like to find out more about this role, please contact Brad Golder at Harrington Starr.