C++ Developer – Fixed Income

TN United Kingdom; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a talented C++ developer to join their innovative Fixed Income platform. This role involves developing cutting-edge analytics for Portfolio Managers, ensuring seamless integration of non-linear products, FX, Credit, and Commodities. You will collaborate with trading teams to provide real-time risk management and PnL reporting. Ideal candidates will possess strong C++ skills, analytical abilities, and a passion for finance, whether coming from a finance background or not. This is a fantastic opportunity to make a significant impact in a dynamic and forward-thinking environment.

Qualifications

• 4+ years experience with modern C++ in a Linux environment.
• Strong analytical and mathematical skills with interest in quantitative finance.

Responsibilities

• Build non-linear FI products and analytics from scratch.
• Work closely with trading and researchers for real-time risk and PnL.

Skills

C++ 14/17/20

Analytical Skills

Mathematical Skills

Multithreading

Client-Server Architecture

Distributed Computing

Education

BSc in Computer Science

Tools

Docker

Kubernetes

MongoDB

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