Contract C++ Quant Developer

Investigo

  • London
  • Permanent
  • Full-time
  • 19 days ago
Job Title: Contract C++ Quant Developer - Core Library ArchitectRole OverviewWe 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 P&L 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 reporting
  • End-of-day and intraday risk and P&L calculations
  • Market 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 & 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 instruments
  • Risk measures: VaR, ES, P&L explain, sensitivity analysis
  • Distributed computing and serialization techniques
  • Cross-platform C++ development
  • Excel for data analysis and reporting
  • Ability to thrive in a fast-paced, multi-output environment.

Investigo