C++ Quant Developer - Risk - Banking

Our client, a leading Bank, is looking to hire an experienced C++ Quant Developer to work with its Credit and Counterparty Risk systems.

You will be a key member of the development team, delivering strong strategic solutions, as well as the development and re-design of estimation, simulation and existing price models. You will be involved in all stages of the project lifecycle as well as having an active contribution to the team on architectural choices and performance optimisation working towards overall business objectives.

Candidates will need:

• Expert C++ engineering background on Linux and Windows
• Front Office Pricing or Counterparty Credit Risk experience
• Experience with the integration and testing of pricing models, including rates, credit and FX
• A strong background in full project lifecycles
• Confident in C++ performance algorithms and optimisation
• Excellent mathematical skills