C++ Quant Engineer (Macro)
Asset Management Firm - London, UK
Total Comp: ยฃ150k - ยฃ350k+
My client are a multi-asset, institutional investment firm. They are seeking a strong Quant Engineer (C++) to join their Macro Technology team in London. Successful candidate will have knowledge in linear rates, and software engineering expertise in C++ and Python.
Responsibilities include:
- Developing for interest rates trading
- Maintenance of existing financial modelling software systems
- Interacting with trading desks and other business partners
- Working with a broader global team to develop cutting edge, cross-asset analytics
Skills/ Requirements:
- PhD, MSc or BSc in Computer Science, Engineering or technology related field
- Advanced post graduate degree in financial or STEM related fields
- Strong C, C++ and Python expertise
- 3+ years experience building fixed income libraries in production systems
- Expertise in bond, inflation and G10 swaps analytics is vital
- Experience in migrating C library to C++ is highly valued
Advantageous:
- Familiarity in swap conventions and experience in library development for libor reform
- Experience in PnL attribution and portfolio stressing
- Data manipulation and database experience
- Experience with BPIPE and multi-threading
Apply now for immediate consideration
