Quantitative Developer – Rates & Credit Derivatives

Experis is seeking a senior C++ developer for the Fixed Income Currencies and Commodities Quants division. Based in London, you will design and implement pricing, risk and P&L infrastructure and collaborate with Quantitative Modellers to enhance the core pricing library.

You will work with Windows/UNIX environments, implement CI/CD pipelines, and contribute to intraday and end-of-day calculations while liaising with trading, risk and finance teams globally.