Quant Developer

BGC Group; Greater London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A financial technology firm in Greater London seeks a skilled developer with strong C++ experience to enhance their fixed income pricing library and implement quantitative models. The role requires collaboration with quant teams and a thorough understanding of real-time systems and risk measures. Candidates should be detail-oriented, possess strong problem-solving skills, and be committed to high-quality standards in coding and documentation.

Qualifications

• Strong C++ development experience in a team environment.
• Solid understanding of fixed income pricing concepts and risk measures.
• Experience in real-time, event-driven systems.

Responsibilities

• Development and integration of new calc types.
• Implement and validate quantitative models for fixed income instruments.
• Collaborate with quants and developers to clarify requirements.

Skills

C++ development

Fixed income pricing concepts

Real-time systems

Quantitative libraries

Problem-solving skills

Job description

Key Responsibilities

• Development and integration of new “calc types”.
• Extend the in-house bond pricing library to support new calculation types (, price-to-yield, DV, accrued interest).
• Implement and validate quantitative models for fixed income instruments.
• Ensure rigorous unit and regression testing for all enhancements.
• Collaborate with quants and developers to clarify requirements and resolve ambiguities.
• Maintain high standards of code quality and documentation.
• Support integration with real-time pricing systems and downstream consumers.

Essential Skills & Experience

• Strong C++ development experience in a team environment.
• Solid understanding of fixed income pricing concepts and risk measures.
• Experience in real-time, event-driven systems.
• Familiarity with quantitative libraries and numerical methods.
• Ability to work methodically on detail-oriented tasks over extended periods.
• Strong problem-solving skills and commitment to accuracy.