Quantitative Developer

BGC Group are seeking a detail-oriented and disciplined developer to join our Pre-Trade Technology team. This role focuses on extending and enhancing our internal pricing library to support additional price types and calculations for bonds. The ideal candidate will have strong quantitative and programming skills, with a commitment to accuracy and rigorous testing.

This is a highly specialised role suited to someone who thrives on precision and consistency. You will work closely with quantitative analysts and developers to implement robust, production-grade solutions that meet strict business and regulatory standards.

With teams in London, New York, Singapore and Sydney, the teams work closely and iteratively with desks all over the world to provide innovative, revenue-facilitating pricing and related analytics applications. Increasingly the team is also delivering analytics services for strategic electronic trading platforms and for the Market Data group, FENICS.

Key Responsibilities

• Development and integration of new “calc types”.
• Extend the in-house bond pricing library to support new calculation types (e.g., price-to-yield, DV01, accrued interest).
• Implement and validate quantitative models for fixed income instruments.
• Ensure rigorous unit and regression testing for all enhancements.
• Collaborate with quants and developers to clarify requirements and resolve ambiguities.
• Maintain high standards of code quality and documentation.
• Support integration with real-time pricing systems and downstream consumers.
• Strong C++ development experience in a team environment.
• Solid understanding of fixed income pricing concepts and risk measures.
• Experience in real-time, event-driven systems.
• Familiarity with quantitative libraries and numerical methods.
• Ability to work methodically on detail-oriented tasks over extended periods.
• Strong problem-solving skills and commitment to accuracy.

Seniority level

• Entry level

Employment type

• Full-time

Job function

• Information Technology

Industries

• Banking