Senior C++ quantitative Developer - Equity derivatives Pricing

Overview

We are recruiting on behalf of a leading financial institution in London. The role sits within the front-office quantitative development team, dedicated to building and enhancing high-performance pricing libraries and low-latency architectures for equity derivatives. This is a key position for an experienced C++ developer who thrives in fast-paced trading environments and wants to contribute to cutting-edge quantitative solutions.Responsibilities

Design, develop, and optimize C++ pricing libraries for equity derivatives.Contribute to the architecture of low-latency trading systems.Implement and leverage advanced computing techniques (e.g., GPUs, AAD, SIDM) to improve model efficiency.Collaborate with quants and traders to deliver robust, scalable, and high-performance solutions.Ensure code quality and long-term maintainability in a mission-critical production environment.Required Qualifications

Expert proficiency in C++ (modern standards, advanced techniques).Proven experience in equity derivatives pricing libraries or low-latency system design.Strong knowledge of performance optimization, memory management, and multithreading.Hands-on experience with GPUs, Algorithmic Differentiation (AAD), or SIDM.Preferred Qualifications

Previous experience in a front-office environment.Solid understanding of derivatives products and pricing methodologies.Exposure to Python or other complementary languages for prototyping.Soft Skills

Strong analytical and problem-solving mindset.Ability to work under pressure in a fast-paced trading environment.Clear and structured communicator, able to collaborate effectively with quants, traders, and technologists.Rigorous, detail-oriented, and quality-driven.Proactive and adaptable, with a focus on delivering results.Mandatory Requirements

Minimum 8 years of professional experience in quantitative development or trading technology.Demonstrated track record in C++ development for financial markets.Direct exposure to equity derivatives pricing libraries or low-latency trading architectures.Advanced technical expertise with cutting-edge tools (e.g., GPUs, AAD, SIDM).Previous front-office quant team experience is a strong advantage.Seniority and Employment

Seniority level: Mid-Senior levelEmployment type: Full-timeJob function: Finance and SalesReferrals increase your chances of interviewing at Jobs via eFinancialCareers. Get notified about new Quantitative Developer jobs in London, England, United ..... full job details .....