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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.
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 Slough 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 Slough
✨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
Prepare for those technical interviews! Brush up on your C++ skills and be ready to discuss your experience with quant libraries and pricing models. We recommend doing mock interviews with friends or using online platforms to get comfortable with the format.
✨Tip Number 3
Showcase your projects! If you’ve worked on any relevant projects, make sure to highlight them during interviews. We suggest creating a portfolio that demonstrates your coding skills and understanding of risk metrics and P&L prediction.
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, we’re always looking for talented individuals like you to join our community!
We think you need these skills to ace Quant Developer – C++ - Rates & Credit Derivatives in Slough
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.
Be Clear and Concise: When writing your application, keep it straightforward. We appreciate clarity, so avoid jargon unless it's relevant to the role. Make it easy for us to see why you're a great fit!
Apply Through Our Website: We encourage you to apply directly through our website. It streamlines the process and ensures your application gets the attention it deserves. Plus, we love seeing candidates who take that extra step!
How to prepare for a job interview at Scot Lewis Associates Ltd
✨Brush Up on Your C++ Skills
Make sure you're well-versed in advanced C++ concepts, as this is a must-have 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 solve problems on the spot.
✨Know Your Pricing Models
Familiarise yourself with standard pricing models and derivatives pricing techniques, especially swaps and bootstrapping. Be prepared to discuss how these models work and their applications in real-world scenarios, as this will show your depth of understanding.
✨Understand Risk Metrics Inside Out
Get comfortable with risk metrics such as VaR and ES, along with sensitivity analysis and P&L prediction. You may be asked to explain these concepts or provide examples from your past experience, so have some solid examples ready.
✨Show Your Collaborative Spirit
This role involves working closely with traders, quants, and tech teams, so highlight your experience in collaborative development. Discuss any past experiences with code reviews, pull requests, and how you've contributed to team projects to demonstrate your teamwork skills.