Contract C++ Quant Developer

Investigo; London; On-site; GBP 90,000 - 100,000; Full time

Job summary

A financial services firm in London seeks a skilled Contract C++ Quant Developer to design and implement core quantitative pricing library architecture for structured equity derivatives. The ideal candidate has over 5 years of C++ development experience and strong Python skills. This role involves collaboration with various teams to deliver reliable and high-performance infrastructure for pricing and risk analytics.

Qualifications

• 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.

Responsibilities

• Architect and implement the core quant pricing library in C++ for structured equity derivatives.
• Design and build infrastructure for risk and P&L calculations.
• Collaborate with Quant Modellers to integrate models into the core library.

Skills

C++ development experience

Python skills

Designing quant libraries

Test-driven development

CI/CD pipelines

Education

Degree in Mathematical Finance

Degree in Mathematics

Degree in Physics

Degree in Computer Science

Tools

Visual Studio 2022

Job description

Job Title: Contract C++ Quant Developer - Core Library Architect

Role Overview

We 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.