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- Tasks: Join our team to design and implement a core quant pricing library in C++.
- Company: Be part of a leading Global Banking and Markets firm focused on equity derivatives.
- Benefits: Enjoy competitive pay, flexible working options, and opportunities for professional growth.
- Why this job: Work on impactful projects with cutting-edge technology in a collaborative environment.
- Qualifications: 5+ years of C++ experience and a degree in a relevant field are essential.
- Other info: Ideal for those who thrive in fast-paced, innovative settings.
The predicted salary is between 43200 - 72000 £ per year.
Job Title: Contract C++ Quant Developer – Core Library Architect
Role Overview
We are seeking a highly skilled Contract C++ Quant Developer to join our Equity Derivatives Quant team within Global Banking and Markets. This role is focused on the design and implementation of the core quantitative pricing library architecture , supporting structured equity derivatives. The successful candidate will play a pivotal role in building robust, scalable, and high-performance infrastructure for pricing, risk, and P&L analytics.
This is a C++ development role , requiring deep expertise in modern C++ and quantitative finance. You will work closely with Quantitative Modellers, Traders, Risk, Finance, and Technology teams to deliver mission-critical components of our quant platform.
Key Responsibilities
- Architect and implement the core quant pricing library in C++ for structured equity derivatives.
- Design and build infrastructure for:
- FRTB IMA regulatory reporting
- End-of-day and intraday risk and P&L calculations
- Market data marking pipelines
- Collaborate with Quant Modellers to integrate models into the core library.
- Develop quantitative tooling to support analytics and reporting.
- Ensure high performance, reliability, and maintainability of the codebase.
- Engage with global stakeholders across trading, risk, and technology.
Essential Skills & Experience
- 5+ years of professional C++ development experience , ideally with Visual Studio 2022.
- Proven experience in designing and building quant libraries in a front-office environment.
- Strong Python skills (5+ years) for tooling and integration.
- Deep understanding of standard pricing models in investment banking.
- Experience with test-driven development and CI/CD pipelines .
- Degree in Mathematical Finance, Mathematics, Physics, Computer Science, or related field from a top-tier university.
Desirable Skills
- Knowledge of:
- Equity and Equity Derivatives instruments
- Risk measures: VaR, ES, P&L explain, sensitivity analysis
- Distributed computing and serialization techniques
- Cross-platform C++ development
- Excel for data analysis and reporting
- Ability to thrive in a fast-paced, multi-output environment.
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Contract C++ Quant Developer employer: Investigo
Contact Detail:
Investigo Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Contract C++ Quant Developer
✨Tip Number 1
Make sure to brush up on your C++ skills, especially with Visual Studio 2022. Familiarise yourself with modern C++ features and best practices, as this will be crucial in demonstrating your technical expertise during discussions.
✨Tip Number 2
Network with professionals in the quantitative finance space. Attend relevant meetups or webinars where you can connect with Quant Modellers and Traders. This could give you insights into the role and potentially lead to referrals.
✨Tip Number 3
Prepare to discuss your experience with designing quant libraries in a front-office environment. Be ready to share specific examples of how you've contributed to high-performance infrastructure and any challenges you've overcome.
✨Tip Number 4
Familiarise yourself with the latest trends in equity derivatives and risk measures like VaR and P&L explain. Showing that you are up-to-date with industry standards will set you apart from other candidates.
We think you need these skills to ace Contract C++ Quant Developer
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your C++ development experience, especially in quantitative finance. Include specific projects or roles where you've designed and built quant libraries, as well as any relevant tools you've developed using Python.
Craft a Strong Cover Letter: In your cover letter, emphasise your understanding of structured equity derivatives and your experience with regulatory reporting. Mention your collaboration with Quant Modellers and how you can contribute to the core library architecture.
Showcase Relevant Skills: Clearly outline your proficiency in modern C++, Visual Studio 2022, and Python. Highlight your experience with test-driven development and CI/CD pipelines, as these are crucial for the role.
Demonstrate Problem-Solving Abilities: Include examples in your application that demonstrate your ability to solve complex problems in a fast-paced environment. This could be through specific challenges you've faced in previous roles and how you overcame them.
How to prepare for a job interview at Investigo
✨Showcase Your C++ Expertise
Make sure to highlight your deep knowledge of modern C++ during the interview. Be prepared to discuss specific projects where you've implemented complex algorithms or built quant libraries, as this will demonstrate your technical proficiency and relevance to the role.
✨Understand Quantitative Finance Concepts
Brush up on standard pricing models and risk measures like VaR and P&L explain. Being able to articulate these concepts clearly will show that you not only have the technical skills but also the financial acumen necessary for the position.
✨Prepare for Collaboration Questions
Since the role involves working closely with various teams, be ready to discuss your experience in collaborative environments. Share examples of how you've successfully integrated feedback from Quant Modellers or Traders into your projects.
✨Demonstrate Problem-Solving Skills
Expect to face technical challenges during the interview. Practice explaining your thought process when tackling complex problems, especially those related to performance optimisation and reliability in code. This will showcase your analytical skills and ability to thrive under pressure.
