C++ Developer – Fixed Income

Oxford Knight; London; On-site; GBP 125,000 - 150,000; Full time

Job summary

A world-leading fund in London seeks a highly skilled C++ developer for their greenfield Fixed Income platform. You will build various analytics products, working closely with trading and research teams. A BSc in Computer Science and substantial C++ experience (4+ years) are required. Familiarity with finance is preferred, but candidates from other sectors with strong C++ skills are encouraged to apply. This role offers a unique opportunity to impact firm-wide risk management.

Qualifications

• 4+ years of experience with C++14 or later.
• Strong analytical and mathematical skills with exposure to quantitative finance.
• Experience working in a Linux environment.

Responsibilities

• Build non-linear Fixed Income products and FX, Credit, and Commodities analytics from scratch.
• Collaborate with trading and researchers for firm-wide real-time risk and PnL.

Skills

C++

Analytical skills

Mathematical skills

Multithreading

Client-server computing

Distributed computing

Education

BSc in Computer Science or related subject

Tools

C++ 14/17/20

Docker

Kubernetes

MongoDB

Python 3.8

AWS

Job description

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A world-leading fund is looking for a highly skilled C++ developer to join their greenfield Fixed Income platform for over 30 Portfolio Managers to use day in, day out. You will build all of the non-linear FI products, FX, Credit and Commodities analytics from scratch. Working closely with trading and researchers, you will ensure that your team provides continuous, uninterrupted, firm-wide real-time risk and PnL. Candidates can apply from outside of finance if they are fluent in either C++ 14/17/20, however finance experience is desired.

Requirements:

• At least a BSc in Computer Science or related subject.
• Substantial experience using C++14 or later – at least 4 years’ experience using modern C++
• Strong analytical and mathematical skills, with interest in and exposure to quantitative finance
• Experience in multithreading, client-server and distributed computing
• Experience working in Linux environment.

Desired Requirements:

• Experience with Fixed Income pricing and risk analytics in Front Office trading Rates / Credit/ FX
• Experience developing Cross Asset Pricing and Risk Systems
• Experience with Docker/Kubernetes
• Experience with NoSQL such as MongoDB

Tech Stack: C++ 17, Python 3.8 , AWS, finance or non-finance

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