Senior Quant Developer/Analyst - C++ - Rates

TN United Kingdom; London; On-site; GBP 90,000 - 104,000; Full time

Job summary

An established industry player is seeking a Senior Quant Developer/Analyst with expertise in C++ and financial modeling. This permanent role in London involves analyzing and implementing derivative models across various asset classes. Ideal candidates will have a strong mathematical background, a relevant advanced degree, and 3-5 years of experience in quantitative analysis. Join a dynamic team and contribute to innovative risk management solutions in a fast-paced environment. Apply now for an immediate interview!

Qualifications

• 3-5 years of experience as a Quantitative Developer/Analyst.
• Strong background in financial mathematics and programming.

Responsibilities

• Pricing derivative contracts and calculating risk metrics.
• Developing and validating pricing models using C++.

Skills

C++

SABR

Curve Construction

Stochastic Calculus

Risk Management

Mathematical Skills

Education

PhD in Mathematics

Master’s in Financial Mathematics

Master’s in Physics

Master’s in Engineering

Job description

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Senior Quant Developer/Analyst - C++ - Rates, London

Client:

JM Group

Location:

London, United Kingdom

Job Category:

Other

EU work permit required: Yes

Job Reference:

348ae46021f8

Job Views:

11

Posted:

28.04.2025

Expiry Date:

12.06.2025

Job Description:

Financial Services Firm is hiring for a Quantitative Developer/Analyst with strong C++ and SABR/curve construction experience. This is a permanent role based in the City. The salary range is between £90K and £K, depending on skills and experience.

You will be responsible for analyzing, understanding, and implementing derivative models and risk management procedures for various asset classes including Equity, FX, Rates, and Credit. You should have an understanding of stochastic calculus and basic asset pricing, with experience in coding and developing models in C++. Experience with curve calibration algorithms is required.

Responsibilities include:

• Pricing derivative contracts and calculating basic risk metrics such as Greeks
• Development or validation of pricing models
• Applying C++ programming skills

Ideal candidates will hold a PhD or Master’s degree in a numerate subject such as Mathematics, Financial Mathematics, Physics, or Engineering, with 3-5 years of experience as a Quantitative Developer/Analyst. Strong mathematical skills are essential.

Please apply for an immediate interview!

The JM Longbridge Group operates as an Employment Agency for permanent positions and as an Employment Business for interim/contract/temporary roles. We are an Equal Opportunities employer and welcome applicants from all backgrounds.