Quant Developer

Cantor Fitzgerald; Greater London; On-site; GBP 70,000 - 90,000; Full time

Job summary

A financial services firm in Greater London is seeking a skilled developer to enhance its bond pricing library and implement quantitative models for fixed income instruments. The role requires strong C++ development capabilities and a solid understanding of pricing concepts. Candidates must ensure rigorous testing and maintain high standards of code quality while collaborating with quants and developers in a fast-paced environment.

Qualifications

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

Responsibilities

• Develop and integrate new calculation types.
• Extend the in-house bond pricing library.
• Implement and validate quantitative models for fixed income instruments.
• Ensure rigorous unit and regression testing for all enhancements.

Skills

Strong C++ development experience

Solid understanding of fixed income pricing concepts

Strong problem-solving skills

Ability to work methodically on detailed tasks

Tools

Quantitative libraries

Numerical methods

Job description

• Development and integration of new “calc types”.
• Extend the in-house bond pricing library to support new calculation types (e.g., price-to-yield, DV01, 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.
• 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.

Job Info

• Job Identification 246820
• Posting Date 12/01/2025, 01:09 PM
• Locations Five Churchill Place, London, Canary Wharf, E14 5HP, GB