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C++ Developer – Fixed Income

Fixed Income at World-Leading Fund

London

Posted 1 Mth Ago

Expected Salary: £180 – £200k TC

 

A world-leading fund is looking for a highly skilled C++ developer to join their greenfield Fixed Income platform for over 30 Portfolio Managers to use day in, day out. You will build all of the non-linear FI products, FX, Credit and Commodities analytics from scratch. Working closely with trading and researchers, you will ensure that your team provides continuous, uninterrupted, firm-wide real-time risk and PnL.  Candidates can apply from outside of finance if they are fluent in either C++ 14/17/20, however finance experience is desired.

Requirements:

  • At least a BSc in Computer Science or related subject.
  • Substantial experience using C++14 or later – at least 4 years’ experience using modern C++
  • Strong analytical and mathematical skills, with interest in and exposure to quantitative finance
  • Experience in multithreading, client-server and distributed computing
  • Experience working in Linux environment.

Desired Requirements:

  • Experience with Fixed Income pricing and risk analytics in Front Office trading Rates / Credit/ FX
  • Experience developing Cross Asset Pricing and Risk Systems
  • Experience with Docker/Kubernetes
  • Experience with NoSQL such as MongoDB

Tech Stack: C++ 17, Python 3.8 , AWS, finance or non-finance