Quant Developer - C++ - Rates & Credit Derivatives in City of London
Quant Developer - C++ - Rates & Credit Derivatives

Quant Developer - C++ - Rates & Credit Derivatives in City of London

City of London Temporary No home office possible
Scot Lewis Associates Ltd

At a Glance

  • Tasks: Design and implement pricing, risk, and P&L infrastructure in a dynamic banking environment.
  • Company: Global banking client based in London with a focus on innovation.
  • Benefits: Competitive daily rate of £850, with potential contract extensions.
  • Other info: Work in a fast-paced environment with opportunities for professional growth.
  • Why this job: Join a collaborative team and make an impact in finance with advanced C++ skills.
  • Qualifications: 3-7 years as a Quant Developer with strong maths/science background and C++ expertise.

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.

Experience & Education:
  • 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.
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.
Core Development Work:
  • Design and implement pricing, risk, and P&L infrastructure, while supporting and enhancing the core quant pricing library.
Platform & Systems Build:
  • 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.
Stakeholder Interaction:
  • Collaborate regularly with traders, quants, risk, finance, and global tech teams.

Please apply now for immediate consideration and further details.

Quant Developer - C++ - Rates & Credit Derivatives in City of London employer: Scot Lewis Associates Ltd

Join a leading global banking institution in London, where innovation meets collaboration. As a Quant Developer, you'll thrive in a dynamic work culture that values your expertise and offers competitive pay, alongside opportunities for professional growth and development. With a focus on cutting-edge technology and a supportive team environment, this role provides a unique chance to make a significant impact in the finance sector.
Scot Lewis Associates Ltd

Contact Detail:

Scot Lewis Associates Ltd Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land Quant Developer - C++ - Rates & Credit Derivatives in City of London

✨Tip Number 1

Network like a pro! Reach out to your connections in the finance and tech sectors. Attend meetups or webinars related to quant development, and don’t be shy about asking for introductions. We all know that sometimes it’s not just what you know, but who you know!

✨Tip Number 2

Show off your skills! Create a portfolio showcasing your C++ projects, especially those related to risk metrics or P&L prediction. This will give potential employers a taste of what you can do. We recommend using platforms like GitHub to share your work.

✨Tip Number 3

Prepare for technical interviews by brushing up on your coding skills and understanding financial concepts. Practice common quant developer interview questions and coding challenges. We suggest using online resources or mock interviews to get comfortable with the process.

✨Tip Number 4

Don’t forget to apply through our website! It’s the best way to ensure your application gets seen. Plus, we often have exclusive roles listed there that you won’t find anywhere else. Let’s get you that Quant Developer position!

We think you need these skills to ace Quant Developer - C++ - Rates & Credit Derivatives in City of London

C++
Quantitative Development
Mathematical Finance
Risk Metrics (VaR, ES)
P&L Prediction/Explanation
Sensitivity Analysis
Visual Studio
Git
CI/CD Pipelines
Windows/UNIX Environments
Collaborative Development
Complex Code Debugging
Pricing Infrastructure Design
Market Data Pipelines

Some tips for your application 🫡

Tailor Your CV: Make sure your CV highlights your experience as a Quant Developer, especially your C++ skills and any relevant projects. We want to see how your background aligns with the role, so don’t be shy about showcasing your achievements!

Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you’re the perfect fit for this role. Mention your understanding of risk metrics and your experience with collaborative development. Let us know what excites you about working with us!

Showcase Your Technical Skills: Since we’re looking for advanced C++ expertise, make sure to include specific examples of your work with large quant libraries and tools like Visual Studio and Git. We love seeing how you’ve tackled complex coding challenges in the past!

Apply Through Our Website: We encourage you to apply directly through our website for a smoother application process. It helps us keep track of your application and ensures you don’t miss out on any important updates from us!

How to prepare for a job interview at Scot Lewis Associates Ltd

✨Brush Up on Your C++ Skills

Make sure you're up to speed with advanced C++ concepts, as this is essential for the role. Review your knowledge of large quant libraries and tools like Visual Studio and Git, as you might be asked to demonstrate your coding skills or discuss your past projects.

✨Know Your Financial Concepts

Familiarise yourself with key financial metrics such as VaR, ES, and P&L prediction. Be prepared to discuss how you've applied these concepts in previous roles, as understanding risk and P&L is crucial for a Quant Developer.

✨Prepare for Technical Questions

Expect to face technical questions that test your problem-solving abilities and understanding of complex code. Practise debugging scenarios and think through how you would approach designing pricing and risk systems.

✨Show Your Collaborative Spirit

Since the role involves regular interaction with traders, quants, and tech teams, be ready to discuss your experience in collaborative development. Highlight any instances where you've participated in code reviews or worked on team projects to showcase your teamwork skills.

Quant Developer - C++ - Rates & Credit Derivatives in City of London
Scot Lewis Associates Ltd
Location: City of London

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