Quantitative Analyst (C++ / FX Options) - Contract - London

Investigo; Greater London; Hybrid; GBP 111,000 - 166,000; Full time

Job summary

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

Qualifications

• 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.

Responsibilities

• 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.

Skills

C++ development

Quant analytics

Pricing & risk

Derivatives knowledge

Linux/Windows

Tools

Git

Python

VBA

Job description

Quantitative Analyst (C++ / FX Options) - Contract London | Hybrid Working

A global investment bank is seeking a Quantitative Analyst to join its Global Markets team in London. The role sits within a front-office quantitative development environment supporting FX Options, Commodities and broader derivatives trading businesses. You will work on the development and enhancement of pricing and risk analytics, quantitative libraries and market data frameworks used by traders and risk managers. This is a hands-on role requiring strong C++ development skills alongside a solid understanding of derivatives, pricing and curve construction.

Key Responsibilities

• Develop, enhance and support C++ pricing and risk analytics libraries.
• Implement quantitative models and analytics used across 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 resolve production issues.
• Support model implementation, testing, validation and documentation.
• Contribute to performance improvements and strategic platform development.

Required Skills & Experience

• Strong commercial C++ development experience.
• Experience working within a quantitative analytics, quant development or front-office technology environment.
• Exposure to pricing, risk, curve construction, calibration or quantitative libraries.
• Understanding of derivatives and financial markets.
• Strong analytical and problem-solving skills.
• Experience working with large codebases in a Linux or Windows environment.

Desirable Experience

• FX Options, Commodities, Fixed Income or multi-asset derivatives experience.
• Python or VBA development.
• Knowledge of FRTB, XVA or regulatory risk frameworks.
• Exposure to model implementation and quantitative research.
• Experience with Git and modern development practices.

Candidate Profile

Suitable candidates are likely to come from a Quantitative Analyst, Quant Developer or Analytics Developer background and will combine strong C++ engineering skills with practical experience of pricing, risk and quantitative analytics within a banking or trading environment.