Quantitative Developer – Rates & Credit Derivatives

Experis; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

Experis is seeking a senior C++ developer for the Fixed Income Currencies and Commodities Quants division. Based in London, you will design and implement pricing, risk and P&L infrastructure and collaborate with Quantitative Modellers to enhance the core pricing library.

You will work with Windows/UNIX environments, implement CI/CD pipelines, and contribute to intraday and end-of-day calculations while liaising with trading, risk and finance teams globally.

Qualifications

• Quantitative developer with pricing and risk experience in finance or trading
• Degree in mathematical finance, science or maths from a top-tier university
• Knowledge of standard pricing models used in investment banking
• Five+ years C++ experience (preferably Visual Studio 2022)
• Knowledge of instrument pricing, P&L, VaR, ES and risk measures
• Experience with Windows and UNIX/Linux, Git and distributed development
• Experience with FX, Fixed Income, Credit or Equities instruments
• Experience in test-driven development and automated CI/CD pipelines
• Knowledge of distributed computing and serialization
• Scripting: Python, Perl, Shell, C#, Java, VBA
• Cross-platform C++ development
• Excel proficiency
• Data analysis
• Ability to handle multiple outputs in fast-paced environment

Responsibilities

• Assist design and implementation of pricing, risk and P&L infrastructure
• Assist Quantitative Modellers to develop core pricing library
• Develop quantitative tooling to support the platform
• Daily support for library pricing and risk issues
• Design, develop and integrate intraday pricing, risk and P&L calculations
• Design, develop and integrate end-of-day risk and P&L calculations to retire legacy platform
• Design, develop and integrate market data pipelines

Skills

C++ development

Quantitative finance

Pricing models

Windows/UNIX

Git

CI/CD

Python

Cross-platform

Excel

Data analysis

Team collaboration

Education

Degree in mathematical finance or related field

Tools

Visual Studio 2022

Git

Linux/Unix

CI/CD tooling

Job description

Experis is seeking a senior C++ developer for the Fixed Income Currencies and Commodities Quants division. Based in London, you will design and implement pricing, risk and P&L infrastructure and collaborate with Quantitative Modellers to enhance the core pricing library.

You will work with Windows/UNIX environments, implement CI/CD pipelines, and contribute to intraday and end-of-day calculations while liaising with trading, risk and finance teams globally.