C++ Quant Analyst - FX Options (Front Office) Contract

Investigo; Greater London; Híbrido; GBP 111.000 - 166.000; Jornada completa

Descripción de la vacante

Investigo is partnering with a global investment bank in London to recruit a Quantitative Analyst for front-office development. The role focuses on C++ pricing and risk analytics for FX Options, commodities and related derivatives, in a hands-on, development-driven environment.

You will work with traders, quants and technology teams to improve pricing libraries, risk models and market-data frameworks while contributing to calibration, curve-building and documentation activities in a hybrid

Formación

• Strong commercial C++ development experience.
• Experience in quantitative analytics, quant development or front-office tech.
• Exposure to pricing, risk, curve construction or quantitative libraries.
• Understanding of derivatives and financial markets.

Responsabilidades

• Develop, enhance and support C++ pricing and risk analytics libraries.
• Implement quantitative models for FX Options and related asset classes.
• Work on market data, calibration and curve-building frameworks.
• Partner with traders, quants and technology teams to deliver enhancements and fix production issues.
• Support model implementation, testing, validation and documentation.
• Contribute to performance improvements and platform development.

Conocimientos

C++ development

Quant analytics

Pricing & risk

Derivatives knowledge

Linux/Windows

Herramientas

Git

Python

VBA

Descripción del empleo

Investigo is partnering with a global investment bank in London to recruit a Quantitative Analyst for front-office development. The role focuses on C++ pricing and risk analytics for FX Options, commodities and related derivatives, in a hands-on, development-driven environment.

You will work with traders, quants and technology teams to improve pricing libraries, risk models and market-data frameworks while contributing to calibration, curve-building and documentation activities in a hybrid