Quant Developer - Bonhill Partners

C++ Quant Developer – Numerical Methods & Optimisation Focus

Location: London / Hybrid (3 days in office) 
Salary: £150k – £175k + Bonus + Benefits
Job Type: Full-Time, Permanent

We are currently seeking a highly skilled C++ Quant Developer with a strong background in numerical methods to join a cutting-edge quantitative research and development team at an Investment Bank. This is a fantastic opportunity for a technically strong developer with an interest in mathematical computing to work at the intersection of software engineering and quantitative modelling.

Key Responsibilities:

• Design and implement robust, high-performance C++ code for use in pricing, risk, and optimisation tools.
• Collaborate with quantitative analysts and researchers to prototype and productionise new models and analytics.
• Optimise and refactor code related to automatic differentiation, interpolation, and equation solving.
• Develop and maintain libraries supporting non-linear minimisation algorithms used in model calibration.
• Participate in the performance tuning of numerical components to ensure low-latency and accurate results.

Required Experience & Skills:

• Strong modern C++ (C++11/14/17 or later) software engineering background.
• Hands-on experience with automatic differentiation frameworks (e.g. Adept, CppAD, or custom solutions).
• Solid understanding and implementation experience with interpolation algorithms (e.g., spline, piecewise linear).
• Exposure to numerical minimisation techniques (e.g., gradient descent, Nelder-Mead, Levenberg-Marquardt).
• Experience working with non-linear equation solvers and root-finding algorithms (e.g., Newton-Raphson, Broyden’s method).
• Familiarity with numerical analysis libraries (e.g., Eigen, Boost, or GSL) is advantageous.
• Degree (or higher) in a quantitative field such as Mathematics, Physics, Engineering, or Computer Science.

Desirable:

• Exposure to financial derivatives and mathematical finance models.
• Experience working in a front-office or quant team within finance.
• Python or other scripting languages for prototyping.

What We Offer:

• Opportunity to work with world-class quants and engineers.
• High-impact role in a fast-paced and intellectually stimulating environment.
• Competitive compensation with bonus and excellent benefits.

We look forward to hearing from you!