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- Tasks: Design and implement pricing, risk, and P&L infrastructure while collaborating with quants.
- Company: Global banking client in London offering exciting contract opportunities.
- Benefits: Competitive pay of £850pd and potential for contract extensions.
- Other info: Work in a collaborative environment with excellent career growth potential.
- Why this job: Join a dynamic team and make an impact in finance with cutting-edge technology.
- Qualifications: 3-7 years as a Quant Developer with advanced C++ skills and finance knowledge.
The predicted salary is between 68000 - 85000 £ per year.
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.
Key skills:
- Experience & Education: 3–7 years as a Quantitative Developer in finance/trading, with a strong maths/science or mathematical finance degree.
- Core Technical Skills: Advanced C++ expertise (essential), plus experience with large quant libraries and tools like Visual Studio, Git, and CI/CD pipelines.
- Quant & Pricing Knowledge: Solid understanding of standard pricing models, derivatives pricing (e.g. swaps), and basic techniques like bootstrapping.
- 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.
Responsibilities:
- Core Development Work: Design and implement pricing, risk, and P&L infrastructure, while supporting and enhancing the core quant pricing library.
- Quant Collaboration: Work closely with quantitative modellers to build and extend pricing models and develop supporting quantitative tools.
- Platform & Systems Build: Develop and integrate intraday and end-of-day pricing, risk, P&L systems, and market data pipelines (including replacing legacy platforms).
- Production Support: 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 London employer: 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 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 introducing yourself. You never know who might have the inside scoop on job openings!
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your C++ projects, especially those related to pricing models or risk analysis. This will give potential employers a taste of what you can do and set you apart from the crowd.
✨Tip Number 3
Prepare for technical interviews by brushing up on your quant knowledge and coding skills. Practice common algorithms and data structures in C++, and be ready to discuss your experience with quant libraries and tools like Visual Studio and Git.
✨Tip Number 4
Don’t forget to apply through our website! We’ve got loads of opportunities that might just be perfect for you. Plus, applying directly can sometimes give you a better chance of getting noticed by hiring managers.
We think you need these skills to ace Quant Developer - C++ - Rates & Credit Derivatives in London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience as a Quant Developer, especially your advanced C++ skills. We want to see how your background aligns with the core technical skills mentioned in the job description.
Showcase Relevant Projects: Include specific projects where you've worked with quant libraries or developed pricing models. This will help us understand your hands-on experience and how you can contribute to our team.
Highlight Collaboration Skills: Since you'll be working closely with traders and quants, emphasise any past experiences where you've collaborated on projects. We love seeing teamwork in action!
Apply Through Our Website: For the best chance of getting noticed, make sure to apply through our website. It streamlines the process for us and ensures your application gets to the right people quickly.
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 during the interview.
✨Know Your Pricing Models
Familiarise yourself with standard pricing models and derivatives pricing techniques, such as swaps and bootstrapping. Be prepared to discuss how these concepts apply to real-world scenarios, as this will show your understanding of the financial landscape.
✨Understand Risk Metrics
Get a solid grasp of risk metrics like VaR and ES, along with sensitivity analysis and P&L prediction. You may be asked to explain how you would approach risk assessment in a practical context, so having examples ready can really set you apart.
✨Show Your Collaborative Spirit
This role involves working closely with traders, quants, and tech teams, so highlight your experience in collaborative development. Be ready to discuss past projects where you contributed to code reviews or worked on pull requests, showcasing your teamwork skills.