Quant Developer – C++ buy side

Overview

In this role you will help build and maintain in-house pricing libraries for Fixed Income, FX, and Credit, working alongside quants and a new FI Quant Technology team. You will contribute to the design and integration of enterprise-grade C++ technology within a 24/7 global trading environment. The position offers exposure to cutting-edge analytics, trader support tools, and ongoing training in a fast-paced, high-caliber setting. You will shape the pricing framework that underpins trading decisions and alpha generation.

Pay / Benefits

• flexible working
• Options from day 1
• excellent salary and benefits package
• ongoing training
• structured career path

Responsibilities

• Collaborate with Quants to develop and enhance the in-house pricing library
• Contribute to overall library design and architecture
• Promote and apply C++ coding and design best practices
• Integrate pricing library with microservices cluster
• Work on an enterprise-grade platform written in C++ and Python

Key requirements

• Degree in Computer Science or Engineering
• Substantial modern C++ programming experience
• Strong knowledge of design patterns, data structures, and algorithms
• Experience with multi-threading
• Experience with pricing libraries
• Knowledge of Fixed Income, FX, and Credit instruments

• Detail-oriented
• Organized
• Ownership of work
• Modern C++ programming
• Pricing library development
• Multi-threading

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