Contract C++ Quant Developer - FICC - London - Investigo
hace 9 días
London
Contract Quantitative Developer (C++) – FICC Front Office (London) Role Overview Fixed Income, Currencies & Commodities (FICC) Quants within Global Banking and Markets are seeking a C++ Quantitative Developer specialising in Rates and Credit Derivatives. The role focuses on the development and support of pricing, risk, and P&L infrastructure around a core quantitative pricing library, working closely with quantitative modellers, trading desks, risk, finance, and technology teams. This is a hands-on development role combining pricing system engineering, risk infrastructure, and production support in a fast-paced front-office environment. Key Responsibilities • Support the design and implementation of pricing, risk, and P&L infrastructure around the core pricing library, • Assist quantitative modellers in developing and maintaining the core pricing library, • Develop quantitative tooling supporting the broader platform, • Provide daily support for pricing and risk issues within quant libraries, • Design, develop, and integrate intraday pricing, risk, and P&L calculations, • Build and maintain end-of-day risk and P&L systems, supporting migration away from legacy vendor platforms, • Design and integrate market data pipelines, • Work closely with trading desks, quants, risk, finance, and technology teams across global locationsEssential Requirements Experience • 3–7 years’ experience as a Quantitative Developer, IT Developer, or in a trading environment, • Experience working with large quant or pricing libraries, • Strong C++ development experience (5+ years preferred), • Exposure to financial markets environments (Rates, Credit, FX, or Equities)Technical Skills, • Strong C++ development (preferably modern environments such as Visual Studio 2022), • Experience with Git, pull requests, peer review, and CI/CD pipelines (e.g. Jenkins), • Understanding of Windows and/or UNIX/Linux environments, • Familiarity with automated testing and development workflowsQuant / Product Knowledge, • Understanding of derivatives pricing models used in investment banking, • Knowledge of interest rate swaps and basic bootstrapping techniques, • Understanding of risk sensitivities, stress/shock scenarios, VaR, ES, • Awareness of P&L explain and attribution concepts, • General understanding of trading, pricing, and risk relationshipsEducation, • Degree in Mathematics, Physics, Engineering, Computer Science or related scientific discipline, • Strong academic background preferred (top-tier university advantageous)Desirable Skills, • Knowledge of distributed computing and serialisation techniques, • Experience with scripting languages (Python, Perl, Shell, C#, Java, VBA), • Cross-platform C++ development experience, • Good Excel skills, • Experience in data analysis, • Familiarity with fast-paced, multi-tasking development environmentsSoft Skills, • Strong act with traders and quants, • Ability to handle reactive production support and day-to-day issues, • Quick learner, able to work across legacy and modern codebases, • Comfortable working in a front-line, high-pressure environment, • Pragmatic mindset with understanding of business context behind development work