£900 - £1100 per day + Umbrella
Our client, a leading Investment Bank are looking to hire a highly motivated and experienced C++ Quant Developer to work in their Research team.
The team is responsible for managing several software components written in C++, including the infrastructure of the cross-asset C++ modelling library.
You will be migrating the existing Quant Modelling libraries from development in Windows to Linux as well as be involved with the testing and tooling to support this migration.
The successful candidate will also play a key role on a strategic project to expose the Quant Libraries onto the cloud.
This is the idea role for you if you'd be interested in gaining exposure to all areas around quant research including machine learning, pricing, and risk across various asset classes.
Essential Skills and Experience:
- Excellent knowledge of C++ on Windows and Linux
- Previous experience working on Quant Modelling libraries would be highly beneficial.
- Knowledge of derivatives pricing would be a big plus
Nice to haves:
- Knowledge of C# or Python as an additional language
- Experience with cloud migration on either Azure of GCP