Quant Developer – C++

Overview

In this role you will join a growing Quant pricing team to build and enhance cross-asset valuation tools. You will work on exotic and vanilla pricing across fixed income, equities, and FX, implementing models and running pricing and valuation from day one. You’ll contribute to a greenfield platform, collaborating with developers and traders to deliver impactful pricing solutions. This is a high-growth, knowledge-sharing environment where you’ll assume responsibility early and learn from experts.

Pay / Benefits

• bonus ~40%

Responsibilities

• Develop and maintain pricing platforms and algorithms in C++ on Windows and Linux
• Design and back-test cross-asset financial models for portfolios
• Implement pricing for exotic and vanilla instruments across fixed income, equities, and FX
• Work on data flows and integration with pricing libraries in a small, growth-focused team
• Collaborate with traders and developers to deliver scalable pricing solutions

Key requirements

• PhD in Maths or Stats
• 1 year commercial experience
• OO programming with C++
• Windows and Unix experience
• Experience in either Fixed income or Equity pricing
• Volatility modelling
• Derivatives experience
• Strong internal communication
• Matlab or R

• strong communication
• team collaboration
• fast learner
• C++ (OO)
• Windows
• Unix

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