C++ Quantitative Developer

Westren Capital; Greater London; Hybrid; GBP 190,000 - 225,000; Full time

Job summary

Westren Capital, a London-based proprietary trading firm, seeks a C++ Quantitative Developer to design and maintain options pricing and risk models. You will work closely with traders and researchers on the volatility desk to implement fast, mathematically sound pricing libraries and risk tools.

The role combines research and engineering, requiring a strong mathematical foundation, exposure to pricing theory, and Python for prototyping alongside production C++ development.

Qualifications

• Strong C++ skills with a solid understanding of options pricing theory (Black-Scholes and beyond)
• Python proficiency for research and prototyping alongside production C++ work
• Experience building or maintaining pricing and risk systems in a trading environment

Responsibilities

• Design, build, and maintain options pricing and risk models in C++, collaborating with traders and quant researchers
• Implement and optimise pricing libraries for real-time performance
• Build tools for volatility surface construction, Greeks calculation, and scenario analysis
• Investigate discrepancies between model output and market behaviour and resolve them
• Integrate pricing infrastructure with the broader trading system with the platform team
• Refine models as market structure and instruments evolve

Skills

C++

Python

Math fundamentals

Options pricing

Pricing systems

Trader collaboration

Job description

EngineeringFull-timeOn-site London# C++ Quantitative DeveloperAnnual base salary: £190,000 - £225,000 GBP1. |2. |3. C++ Quantitative Developer## Role overviewWestren Capital is a London-based proprietary trading firm specialising in digital asset markets. This role sits at the boundary between quantitative research and engineering, building and maintaining the pricing and risk infrastructure our options desk trades on.Our work sits at the intersection of statistical modelling, market microstructure, and engineering. That requires intellectual honesty, a tolerance for ambiguity, and a willingness to discard ideas that do not survive contact with reality. We operate in small, highly collaborative teams where research, engineering, and trading are tightly coupled.## Responsibilities* - Design, build, and maintain options pricing and risk models in C++, working directly with traders and quant researchers on the volatility desk* - Implement and optimise pricing libraries that need to be both mathematically correct and fast enough to run in real time* - Build tools for volatility surface construction, Greeks calculation, and scenario analysis used directly by traders* - Investigate and resolve discrepancies between model output and market behaviour, which happens more often than the model would like to admit* - Collaborate with the platform team to integrate pricing infrastructure into the broader trading system* - Continuously refine models as market structure and instrument availability evolve## Requirements* - Strong C++ skills combined with a solid understanding of options pricing theory (Black-Scholes and beyond) and volatility modelling* - Experience building or maintaining pricing and risk systems in a trading environment* - Comfortable working directly with traders, translating real-time pricing needs into robust code* - Strong mathematical foundation; you understand what the model is doing, not just how to call the function* - Python proficiency for research and prototyping alongside production C++ work* - Prior exposure to crypto derivatives is an advantage, given how differently the underlying dynamics behave from traditional options markets