Quant Developer – C++
Quant Capital
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%
- 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
- 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
Reference: WJ-747_30178546