Quant Developer - C++ - Rates & Credit Derivatives
Posted Today by Scot Lewis Associates Ltd
£850 Per day
Inside
Onsite
London, UK
Summary: The role of Quant Developer involves working with a global banking client in London on a contract basis, focusing on rates and credit derivatives. The position requires advanced C++ skills and a strong background in quantitative finance, with responsibilities including the design and implementation of pricing and risk infrastructure. The contract is initially set until the end of December, with potential for extension, and requires on-site presence 4-5 days a week.
Key Responsibilities:
- Design and implement pricing, risk, and P&L infrastructure, while supporting and enhancing the core quant pricing library.
- Work closely with quantitative modellers to build and extend pricing models and develop supporting quantitative tools.
- Develop and integrate intraday and end-of-day pricing, risk, P&L systems, and market data pipelines (including replacing Legacy platforms).
- Provide daily support and troubleshooting for pricing and risk issues within the quant library.
- Collaborate regularly with traders, quants, risk, finance, and global tech teams.
Key Skills:
- 3-7 years as a Quantitative Developer in finance/trading, with a strong maths/science or mathematical finance degree.
- Advanced C++ expertise (essential), plus experience with large quant libraries and tools like Visual Studio, Git, and CI/CD pipelines.
- Solid understanding of standard pricing models, derivatives pricing (e.g., swaps), and basic techniques like bootstrapping.
- Experience with risk metrics (VaR, ES), sensitivity analysis, P&L prediction/explain, and general financial concepts.
- Comfortable with Windows/UNIX environments, collaborative development (code reviews, pull requests), and reading/debugging complex code quickly.
Salary: £850 per day
City: London
Country: UK
Working Arrangements: on-site
IR35 Status: inside IR35
Seniority Level: Mid-Level
Industry: IT
Detailed Description From Employer:
Quant Developer - C++ - Rates & Credit Derivatives
My global banking client, based in London, is looking for a Quant Developer to join their team on a contract basis. Initial contract duration is until end of December (potential extensions).
Paying £850pd and they need someone in the London office 4-5 days a week.
Key skills:
- Experience & Education: 3-7 years as a Quantitative Developer in finance/trading, with a strong maths/science or mathematical finance degree.
- Core Technical Skills: Advanced C++ expertise (essential), plus experience with large quant libraries and tools like Visual Studio, Git, and CI/CD pipelines.
- Quant & Pricing Knowledge: Solid understanding of standard pricing models, derivatives pricing (eg swaps), and basic techniques like bootstrapping.
- Risk & P&L Understanding: Experience with risk metrics (VaR, ES), sensitivity analysis, P&L prediction/explain, and general financial concepts.
- Development & Systems: Comfortable with Windows/UNIX environments, collaborative development (code reviews, pull requests), and reading/debugging complex code quickly.
Responsibilities:
- Core Development Work: Design and implement pricing, risk, and P&L infrastructure, while supporting and enhancing the core quant pricing library.
- Quant Collaboration: Work closely with quantitative modellers to build and extend pricing models and develop supporting quantitative tools.
- Platform & Systems Build: Develop and integrate intraday and end-of-day pricing, risk, P&L systems, and market data pipelines (including replacing Legacy platforms).
- Production Support: Provide daily support and troubleshooting for pricing and risk issues within the quant library.
- Stakeholder Interaction: Collaborate regularly with traders, quants, risk, finance, and global tech teams.
Please apply now for immediate consideration and further details.
Keywords: Quant Developer, Quantitative Developer, Quant Engineer, C++, Quant Dev, Rates, Credit Derivatives, Finance, Bank, Banking.
Scot Lewis Associates Ltd is acting as an employment business.