Negotiable
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 PandL 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 reportingEnd-of-day and intraday risk and PandL calculationsMarket 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 and 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 instrumentsRisk measures: VaR, ES, PandL explain, sensitivity analysisDistributed computing and serialization techniquesCross-platform C++ developmentExcel for data analysis and reporting
Ability to thrive in a fast-paced, multi-output ..... full job details .....
Negotiable