Senior C++ quantitative Developer - Equity derivatives Pricing

Context

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.Objectives

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.IT and Functional Skills

Required: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: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/front-office quant team experience

is a strong ..... full job details .....