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.
- 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.
- 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