At a Glance
- Tasks: Develop and support pricing, risk, and P&L infrastructure in a fast-paced trading environment.
- Company: Join a leading global banking and markets firm with a focus on innovation.
- Benefits: Competitive salary, dynamic work culture, and opportunities for professional growth.
- Other info: Collaborative team environment with excellent career advancement potential.
- Why this job: Make an impact in finance by working with cutting-edge technology and quantitative models.
- Qualifications: 5+ years of C++ development experience and familiarity with financial markets.
The predicted salary is between 60000 - 80000 € per year.
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 locations
Essential 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 workflows
Quant / 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 relationships
Education
- 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 environments
Soft 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
Contract C++ Quant Developer - FICC - London - Investigo employer: Investigo
Investigo is an exceptional employer for a Contract C++ Quant Developer in the dynamic FICC sector, located in the heart of London. With a strong emphasis on collaboration and innovation, employees benefit from a vibrant work culture that fosters professional growth through hands-on experience and exposure to cutting-edge financial technologies. The company offers competitive remuneration, comprehensive support for career advancement, and the unique advantage of working alongside industry experts in a fast-paced front-office environment.
StudySmarter Expert Advice🤫
We think this is how you could land Contract C++ Quant Developer - FICC - London - Investigo
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and tech sectors. Attend industry meetups or webinars, and don’t be shy about introducing yourself. You never know who might have the inside scoop on job openings!
✨Tip Number 2
Show off your skills! Create a GitHub repository showcasing your C++ projects or any quantitative tools you've developed. This gives potential employers a taste of what you can do and sets you apart from the crowd.
✨Tip Number 3
Prepare for those interviews! Brush up on your knowledge of derivatives pricing models and risk sensitivities. Be ready to discuss how you’ve tackled challenges in past roles, especially in fast-paced environments.
✨Tip Number 4
Apply through our website! We’re always on the lookout for talented individuals like you. Make sure your application stands out by tailoring it to the specific role and highlighting your relevant experience in C++ and quantitative development.
We think you need these skills to ace Contract C++ Quant Developer - FICC - London - Investigo
Some tips for your application 🫡
Tailor Your CV:Make sure your CV highlights your C++ experience and any relevant work in financial markets. We want to see how your skills match the role, so don’t be shy about showcasing your quant development projects!
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to explain why you’re passionate about the FICC space and how your background makes you a perfect fit for our team. Keep it concise but impactful!
Showcase Your Technical Skills:Don’t forget to mention your experience with Git, CI/CD pipelines, and any other tech tools you’ve used. We love seeing candidates who are comfortable with modern development practices, so let us know what you’ve got!
Apply Through Our Website:We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it’s super easy!
How to prepare for a job interview at Investigo
✨Know Your C++ Inside Out
Make sure you brush up on your C++ skills, especially if you're familiar with modern environments like Visual Studio 2022. Be ready to discuss your past projects and how you've tackled challenges in C++ development, as this will show your hands-on experience.
✨Understand the Financial Landscape
Since this role is all about Fixed Income, Currencies, and Commodities, it’s crucial to have a solid grasp of derivatives pricing models and risk sensitivities. Familiarise yourself with concepts like interest rate swaps and VaR, so you can speak confidently about how they relate to your work.
✨Showcase Your Teamwork Skills
This position involves working closely with quants, traders, and tech teams. Prepare examples that highlight your ability to collaborate effectively in a fast-paced environment. Think about times when you’ve successfully navigated team dynamics or resolved conflicts.
✨Prepare for Technical Questions
Expect technical questions that test your knowledge of Git, CI/CD pipelines, and automated testing. Practise explaining your development workflows and how you ensure code quality. Being able to articulate your process will demonstrate your technical proficiency and attention to detail.
