IT & Software

Quant Developer – C++

Quant Capital

London · Greater London · United Kingdom

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

Reference: WJ-747_31191669

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